+9.0%
MSFT vs SMTC
+70.8%
-61.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -12.9% | +19.6% | +6.8% |
| 7D | +4.7% | -24.5% | +29.2% | +5.0% |
| 30D | +5.8% | -42.5% | +48.3% | +6.3% |
| 3M | +13.0% | -14.1% | +27.1% | +12.6% |
| 6M | +34.9% | +3.6% | +31.3% | +29.3% |
| YTD | +15.7% | +50.6% | -34.9% | +6.1% |
| 1Y | +9.0% | +72.2% | -63.3% | -1.4% |
| All | +9.0% | +70.8% | -61.9% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling