+71.4%
MSFT vs SMTC
+110.0%
-38.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.1% | -2.4% |
| 7D | -1.4% | +22.9% | -24.4% | -4.1% |
| 30D | -1.0% | +16.6% | -17.7% | -3.6% |
| 3M | +20.2% | +2.4% | +17.8% | +17.6% |
| 6M | +21.3% | +98.3% | -77.0% | +5.9% |
| YTD | +2.8% | +120.7% | -117.9% | -12.2% |
| 1Y | 0.0% | +168.3% | -168.3% | -17.9% |
| 3Y | +51.2% | +571.7% | -520.5% | -6.1% |
| 5Y | +71.4% | +114.0% | -42.6% | +56.8% |
| All | +71.4% | +110.0% | -38.6% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling