+500.6%
SMTC vs A
+457.0%
+43.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +8.9% |
| 7D | +12.7% | -1.9% | +14.7% | +14.0% |
| 30D | +22.0% | +6.9% | +15.1% | +17.1% |
| 3M | -12.7% | +9.2% | -21.9% | -17.4% |
| 6M | +64.8% | +25.7% | +39.1% | +42.6% |
| YTD | +100.7% | +11.5% | +89.2% | +85.0% |
| 1Y | +146.9% | +18.4% | +128.5% | +119.6% |
| 3Y | +456.8% | +26.6% | +430.2% | +384.0% |
| 5Y | +89.2% | -12.8% | +102.1% | +98.4% |
| 10Y | +426.9% | +247.2% | +179.7% | +169.6% |
| All | +500.6% | +457.0% | +43.5% | +88.3% |
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