+2,432.7%
SAP vs SMTC
+3,236.1%
-803.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.7% | -16.9% | -7.0% |
| 7D | -0.7% | -19.0% | +18.3% | +2.8% |
| 30D | +11.1% | -46.7% | +57.8% | +25.0% |
| 3M | +17.0% | -23.4% | +40.5% | +18.5% |
| 6M | +34.8% | -13.4% | +48.2% | +26.6% |
| YTD | -2.2% | +40.1% | -42.3% | -19.8% |
| 1Y | -6.4% | +47.7% | -54.1% | -24.7% |
| 3Y | +75.1% | +606.9% | -531.8% | -18.0% |
| 5Y | +69.8% | +14.4% | +55.4% | +20.4% |
| 10Y | +219.8% | +322.5% | -102.6% | +47.9% |
| All | +2,432.7% | +3,236.1% | -803.4% | +684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling