+75.1%
SAP vs SMTC
+597.8%
-522.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.7% | -16.9% | -4.6% |
| 7D | -0.7% | -19.0% | +18.3% | +0.1% |
| 30D | +11.1% | -46.7% | +57.8% | +14.2% |
| 3M | +17.0% | -23.4% | +40.5% | +17.0% |
| 6M | +34.8% | -13.4% | +48.2% | +30.2% |
| YTD | -2.2% | +40.1% | -42.3% | -11.8% |
| 1Y | -6.4% | +47.7% | -54.1% | -16.4% |
| 3Y | +75.1% | +606.9% | -531.8% | +21.2% |
| All | +75.1% | +597.8% | -522.7% | +21.2% |
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 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