+243.2%
INTC vs SMTC
+516.8%
-273.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -4.6% |
| 7D | +9.4% | +17.5% | -8.1% | +3.6% |
| 30D | +2.7% | +21.3% | -18.6% | -4.7% |
| 3M | -6.3% | +3.1% | -9.4% | -7.9% |
| 6M | +114.5% | +81.7% | +32.8% | +75.1% |
| YTD | +171.9% | +115.9% | +55.9% | +110.4% |
| 1Y | +305.0% | +157.8% | +147.2% | +193.9% |
| 3Y | +168.3% | +557.3% | -388.9% | +15.0% |
| 5Y | +102.3% | +114.7% | -12.4% | +30.1% |
| All | +243.2% | +516.8% | -273.6% | +42.6% |
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