+56.5%
SAP vs SMTC
+556.3%
-499.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.6% | -2.3% |
| 7D | -0.3% | +22.9% | -23.2% | -1.5% |
| 30D | +2.6% | +16.6% | -14.1% | +1.3% |
| 3M | +16.3% | +2.4% | +13.8% | +15.2% |
| 6M | +6.4% | +98.3% | -91.9% | -3.0% |
| YTD | -11.4% | +120.7% | -132.1% | -20.5% |
| 1Y | -20.4% | +168.3% | -188.7% | -30.4% |
| 3Y | +56.5% | +571.7% | -515.2% | +18.3% |
| All | +56.5% | +556.3% | -499.7% | +18.3% |
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