-39.2%
LULU vs SMTC
+91.7%
-130.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +2.5% |
| 7D | -1.6% | +13.1% | -14.7% | -0.7% |
| 30D | -18.1% | +19.5% | -37.6% | -16.5% |
| 3M | -18.8% | +2.2% | -21.0% | -17.2% |
| 6M | -39.2% | +94.9% | -134.1% | -43.8% |
| All | -39.2% | +91.7% | -130.9% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling