+243.8%
HPQ vs SMTC
+548.2%
-304.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.1% | +3.3% | +7.3% |
| 7D | +9.8% | +13.1% | -3.3% | +6.6% |
| 30D | +22.4% | +19.5% | +2.9% | +16.2% |
| 3M | +45.2% | +2.2% | +42.9% | +40.0% |
| 6M | +96.4% | +94.9% | +1.6% | +56.8% |
| YTD | +65.4% | +127.0% | -61.6% | +25.5% |
| 1Y | +31.6% | +174.6% | -143.0% | -6.2% |
| 3Y | +37.0% | +615.9% | -578.9% | -39.3% |
| 5Y | +53.0% | +125.6% | -72.6% | -1.5% |
| All | +243.8% | +548.2% | -304.4% | +50.8% |
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