+73.9%
SMTC vs ABCL
+201.0%
-127.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.1% | +14.4% | +11.4% |
| 7D | +12.9% | -2.7% | +15.5% | +14.1% |
| 30D | -25.6% | -5.4% | -20.2% | -24.2% |
| 3M | -4.5% | +22.4% | -27.0% | -8.5% |
| 6M | -8.3% | +127.6% | -135.9% | -27.7% |
| YTD | +69.9% | +249.4% | -179.5% | +10.3% |
| 1Y | +73.9% | +198.0% | -124.1% | +23.9% |
| All | +73.9% | +201.0% | -127.1% | +23.9% |
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