+47.7%
SMTC vs ABCL
-80.5%
+128.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.7% | +6.0% | +11.2% |
| 7D | -19.0% | -3.2% | -15.8% | -18.1% |
| 30D | -46.7% | -7.4% | -39.3% | -45.6% |
| 3M | -23.4% | +81.9% | -105.4% | -34.1% |
| 6M | -13.4% | +135.7% | -149.1% | -31.0% |
| YTD | +40.1% | +247.4% | -207.3% | +1.0% |
| 1Y | +47.7% | +162.3% | -114.6% | +12.8% |
| 3Y | +606.9% | +165.5% | +441.4% | +400.4% |
| 5Y | +14.4% | -21.3% | +35.7% | -6.3% |
| All | +47.7% | -80.5% | +128.2% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling