+372.9%
SMTC vs A
+566.3%
-193.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.1% | +9.7% | +11.1% |
| 7D | -4.8% | +4.8% | -9.6% | -6.8% |
| 30D | -37.8% | +5.6% | -43.5% | -39.3% |
| 3M | -16.5% | +23.6% | -40.1% | -25.9% |
| 6M | -4.4% | +56.4% | -60.8% | -26.6% |
| YTD | +58.0% | +33.4% | +24.6% | +32.1% |
| 1Y | +62.0% | +23.7% | +38.3% | +41.4% |
| 3Y | +745.7% | +71.0% | +674.7% | +522.2% |
| 5Y | +29.0% | +16.8% | +12.2% | +15.6% |
| 10Y | +351.4% | +323.8% | +27.6% | +107.5% |
| All | +372.9% | +566.3% | -193.4% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling