+1,026.7%
CDNS vs SMTC
+516.8%
+509.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +1.0% |
| 7D | -6.5% | +17.5% | -24.1% | -11.3% |
| 30D | -13.0% | +21.3% | -34.3% | -19.0% |
| 3M | -26.0% | +3.1% | -29.2% | -29.4% |
| 6M | -2.8% | +81.7% | -84.5% | -23.8% |
| YTD | -8.8% | +115.9% | -124.8% | -32.8% |
| 1Y | -15.8% | +157.8% | -173.7% | -42.2% |
| 3Y | +19.7% | +557.3% | -537.6% | -50.6% |
| 5Y | +70.8% | +114.7% | -43.9% | +7.1% |
| All | +1,026.7% | +516.8% | +509.9% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling