+499.6%
SMTC vs A
+247.2%
+252.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.1% |
| 7D | +17.5% | -4.6% | +22.1% | +21.5% |
| 30D | +21.3% | -4.3% | +25.6% | +24.6% |
| 3M | +3.1% | +8.9% | -5.8% | -4.6% |
| 6M | +81.7% | +24.5% | +57.2% | +48.5% |
| YTD | +115.9% | +5.8% | +110.1% | +99.8% |
| 1Y | +157.8% | +16.2% | +141.6% | +119.9% |
| 3Y | +557.3% | +28.5% | +528.8% | +418.7% |
| 5Y | +114.7% | -16.3% | +131.0% | +131.5% |
| All | +499.6% | +247.2% | +252.4% | +140.1% |
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