+222.9%
SAP vs SMTC
+365.8%
-142.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.8% | -11.1% | -0.1% |
| 7D | +1.6% | -4.8% | +6.5% | +1.5% |
| 30D | +10.5% | -37.8% | +48.4% | +16.9% |
| 3M | +15.2% | -16.5% | +31.6% | +14.5% |
| 6M | +36.7% | -4.4% | +41.1% | +28.1% |
| YTD | -0.6% | +58.0% | -58.6% | -16.9% |
| 1Y | -4.1% | +62.0% | -66.1% | -20.6% |
| 3Y | +73.2% | +745.7% | -672.4% | -14.6% |
| 5Y | +74.1% | +29.0% | +45.1% | +36.8% |
| 10Y | +222.9% | +351.4% | -128.4% | +71.2% |
| All | +222.9% | +365.8% | -142.9% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling