+6,634.9%
CDNS vs SMTC
+53,327.2%
-46,692.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.1% | -2.8% |
| 7D | -0.1% | +12.9% | -12.9% | -3.1% |
| 30D | -5.5% | -25.6% | +20.1% | -0.8% |
| 3M | +0.5% | -4.5% | +5.1% | -1.2% |
| 6M | -9.6% | -8.3% | -1.3% | -12.1% |
| YTD | +5.3% | +69.9% | -64.6% | -11.1% |
| 1Y | +3.4% | +73.9% | -70.5% | -13.5% |
| 3Y | +25.9% | +757.7% | -731.8% | -30.6% |
| 5Y | +85.8% | +38.7% | +47.1% | +43.6% |
| 10Y | +1,199.9% | +376.1% | +823.8% | +668.3% |
| All | +6,634.9% | +53,327.2% | -46,692.3% | +2,157.9% |
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