-20.4%
SAP vs SMTC
+166.5%
-186.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.6% | -1.2% |
| 7D | -0.3% | +22.9% | -23.2% | +0.8% |
| 30D | +2.6% | +16.6% | -14.1% | +3.6% |
| 3M | +16.3% | +2.4% | +13.8% | +18.1% |
| 6M | +6.4% | +98.3% | -91.9% | -1.3% |
| YTD | -11.4% | +120.7% | -132.1% | -19.4% |
| 1Y | -20.4% | +168.3% | -188.7% | -28.1% |
| All | -20.4% | +166.5% | -186.9% | -28.1% |
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