+68.4%
SAP vs SMTC
+698.5%
-630.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.5% |
| 7D | +0.6% | +11.0% | -10.4% | +0.2% |
| 30D | +6.5% | -28.5% | +35.0% | +7.9% |
| 3M | +12.2% | -14.2% | +26.5% | +11.7% |
| 6M | +46.1% | -18.0% | +64.1% | +43.4% |
| YTD | -1.6% | +55.5% | -57.1% | -11.7% |
| 1Y | -5.1% | +69.5% | -74.6% | -15.9% |
| 3Y | +68.4% | +699.7% | -631.3% | +17.0% |
| All | +68.4% | +698.5% | -630.2% | +17.0% |
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