+6,507.0%
CDNS vs SMTC
+48,791.7%
-42,284.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.3% |
| 7D | +1.0% | +11.0% | -10.1% | -1.4% |
| 30D | -2.0% | -28.5% | +26.5% | +3.9% |
| 3M | -0.2% | -14.2% | +14.0% | +0.3% |
| 6M | -8.9% | -18.0% | +9.1% | -9.3% |
| YTD | +3.3% | +55.5% | -52.2% | -11.2% |
| 1Y | +2.2% | +69.5% | -67.3% | -14.0% |
| 3Y | +22.4% | +699.7% | -677.3% | -31.5% |
| 5Y | +78.0% | +27.4% | +50.6% | +40.0% |
| 10Y | +1,175.2% | +335.7% | +839.5% | +667.4% |
| All | +6,507.0% | +48,791.7% | -42,284.7% | +2,155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling