+71.5%
CDNS vs SMTC
+116.8%
-45.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -7.2% | +22.5% | -29.7% | -11.9% |
| 30D | -14.3% | +24.9% | -39.1% | -19.6% |
| 3M | -27.2% | +4.1% | -31.3% | -29.9% |
| 6M | -4.5% | +92.6% | -97.1% | -22.7% |
| YTD | -9.0% | +122.5% | -131.4% | -29.3% |
| 1Y | -21.3% | +166.2% | -187.6% | -42.4% |
| 3Y | +19.6% | +577.2% | -557.6% | -41.2% |
| 5Y | +71.5% | +119.0% | -47.4% | +49.7% |
| All | +71.5% | +116.8% | -45.3% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling