+111.9%
INTC vs SMTC
+333.2%
-221.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -1.0% |
| 7D | +6.0% | +11.0% | -5.0% | +1.9% |
| 30D | -39.2% | -28.5% | -10.7% | -31.3% |
| 3M | -42.9% | -14.2% | -28.7% | -40.3% |
| 6M | -50.4% | -18.0% | -32.4% | -47.3% |
| YTD | +61.7% | +55.5% | +6.2% | +39.9% |
| 1Y | +66.1% | +69.5% | -3.4% | +39.5% |
| 3Y | +58.1% | +699.7% | -641.5% | -36.4% |
| 5Y | +27.9% | +27.4% | +0.5% | +0.4% |
| All | +111.9% | +333.2% | -221.3% | +2.5% |
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