+72.2%
SMTC vs A
+24.4%
+47.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.0% | -13.9% | -13.3% |
| 7D | -24.5% | -2.4% | -22.1% | -23.8% |
| 30D | -42.5% | +3.6% | -46.0% | -43.0% |
| 3M | -14.1% | +27.5% | -41.6% | -21.7% |
| 6M | +3.6% | +58.5% | -54.9% | -15.0% |
| YTD | +50.6% | +31.2% | +19.4% | +38.2% |
| 1Y | +72.2% | +22.2% | +50.1% | +66.4% |
| All | +72.2% | +24.4% | +47.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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