-9.6%
SMTC vs A
+55.1%
-64.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.5% |
| 7D | +30.5% | +0.7% | +29.8% | +30.4% |
| 30D | -30.9% | +0.8% | -31.7% | -30.1% |
| 3M | -14.7% | +16.9% | -31.6% | -17.8% |
| 6M | -9.6% | +53.8% | -63.3% | -21.9% |
| All | -9.6% | +55.1% | -64.7% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling