+692.0%
SMTC vs ABCL
+210.0%
+482.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -10.9% | +2.3% | -13.2% | -11.0% |
| 30D | -39.4% | -0.7% | -38.7% | -38.9% |
| 3M | -13.5% | +33.4% | -46.9% | -19.5% |
| 6M | -6.8% | +137.8% | -144.6% | -28.2% |
| YTD | +54.0% | +264.3% | -210.3% | +3.7% |
| 1Y | +50.8% | +209.2% | -158.4% | +6.1% |
| All | +692.0% | +210.0% | +482.0% | +408.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling