+72.2%
SMTC vs ABCL
+138.2%
-66.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.8% | -13.7% | -13.1% |
| 7D | -24.5% | -10.0% | -14.5% | -22.8% |
| 30D | -42.5% | -10.9% | -31.6% | -41.2% |
| 3M | -14.1% | +101.6% | -115.7% | -26.9% |
| 6M | +3.6% | +167.5% | -163.9% | -20.6% |
| YTD | +50.6% | +259.1% | -208.5% | +4.1% |
| 1Y | +72.2% | +152.2% | -79.9% | +28.0% |
| All | +72.2% | +138.2% | -66.0% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling