-5.9%
SAP vs SMTC
+70.8%
-76.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -12.9% | +17.1% | +3.1% |
| 7D | +1.3% | -24.5% | +25.8% | -0.8% |
| 30D | +15.5% | -42.5% | +58.0% | +11.2% |
| 3M | +22.8% | -14.1% | +36.9% | +22.0% |
| 6M | +42.5% | +3.6% | +38.9% | +34.2% |
| YTD | +0.5% | +50.6% | -50.0% | -11.3% |
| 1Y | -5.9% | +72.2% | -78.2% | -18.2% |
| All | -5.9% | +70.8% | -76.8% | -18.2% |
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