+340.7%
SMTC vs A
+302.9%
+37.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.5% |
| 7D | +11.0% | -0.5% | +11.5% | +11.7% |
| 30D | -28.5% | 0.0% | -28.5% | -27.8% |
| 3M | -14.2% | +16.7% | -30.9% | -23.8% |
| 6M | -18.0% | +54.8% | -72.8% | -42.6% |
| YTD | +55.5% | +28.8% | +26.7% | +24.5% |
| 1Y | +69.5% | +19.3% | +50.2% | +44.5% |
| 3Y | +699.7% | +65.5% | +634.1% | +420.2% |
| 5Y | +27.4% | +12.1% | +15.3% | +10.0% |
| All | +340.7% | +302.9% | +37.9% | +53.5% |
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