+50.6%
MSFT vs SMTC
+606.0%
-555.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.7% | -13.7% | -2.0% |
| 7D | +1.7% | -19.0% | +20.6% | +3.0% |
| 30D | +0.2% | -46.7% | +46.9% | +4.6% |
| 3M | +6.4% | -23.4% | +29.8% | +7.1% |
| 6M | +28.7% | -13.4% | +42.1% | +25.7% |
| YTD | +10.4% | +40.1% | -29.6% | +1.2% |
| 1Y | +7.6% | +47.7% | -40.1% | -2.2% |
| All | +50.6% | +606.0% | -555.4% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling