+85.8%
CDNS vs SMTC
+40.1%
+45.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.1% | -3.1% |
| 7D | -0.1% | +12.9% | -12.9% | -3.5% |
| 30D | -5.5% | -25.6% | +20.1% | -0.2% |
| 3M | +0.5% | -4.5% | +5.1% | -1.6% |
| 6M | -9.6% | -8.3% | -1.3% | -12.8% |
| YTD | +5.3% | +69.9% | -64.6% | -14.6% |
| 1Y | +3.4% | +73.9% | -70.5% | -17.0% |
| 3Y | +25.9% | +757.7% | -731.8% | -44.3% |
| 5Y | +85.8% | +38.7% | +47.1% | +92.2% |
| All | +85.8% | +40.1% | +45.7% | +92.2% |
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