+331.5%
SMTC vs A
+311.0%
+20.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -1.6% |
| 7D | -10.9% | +1.4% | -12.3% | -11.3% |
| 30D | -39.4% | +4.3% | -43.7% | -40.8% |
| 3M | -13.5% | +19.8% | -33.3% | -24.8% |
| 6M | -6.8% | +54.4% | -61.2% | -34.8% |
| YTD | +54.0% | +31.7% | +22.3% | +21.2% |
| 1Y | +50.8% | +22.4% | +28.3% | +25.9% |
| 3Y | +677.3% | +67.7% | +609.6% | +400.9% |
| 5Y | +28.7% | +15.7% | +13.0% | +8.3% |
| All | +331.5% | +311.0% | +20.5% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling