+114.0%
SMTC vs A
-14.2%
+128.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.7% | +12.6% | +11.8% |
| 7D | +22.9% | -2.1% | +25.0% | +24.5% |
| 30D | +16.6% | +0.6% | +16.0% | +15.4% |
| 3M | +2.4% | +10.9% | -8.5% | -5.7% |
| 6M | +98.3% | +28.2% | +70.1% | +62.1% |
| YTD | +120.7% | +8.6% | +112.1% | +103.1% |
| 1Y | +168.3% | +15.5% | +152.7% | +134.2% |
| 3Y | +571.7% | +31.8% | +539.9% | +440.5% |
| 5Y | +114.0% | -14.9% | +128.9% | +113.4% |
| All | +114.0% | -14.2% | +128.2% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling