+360.9%
SMTC vs A
+557.8%
-196.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -1.8% |
| 7D | -10.9% | +1.4% | -12.3% | -11.2% |
| 30D | -39.4% | +4.3% | -43.7% | -40.4% |
| 3M | -13.5% | +19.8% | -33.3% | -21.9% |
| 6M | -6.8% | +54.4% | -61.2% | -27.9% |
| YTD | +54.0% | +31.7% | +22.3% | +29.7% |
| 1Y | +50.8% | +22.4% | +28.3% | +32.4% |
| 3Y | +677.3% | +67.7% | +609.6% | +478.1% |
| 5Y | +28.7% | +15.7% | +13.0% | +15.9% |
| 10Y | +339.9% | +308.7% | +31.2% | +106.2% |
| All | +360.9% | +557.8% | -196.9% | +32.1% |
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