+32.8%
SMTC vs ABCL
-23.2%
+56.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.9% | -3.9% |
| 7D | +30.5% | +4.4% | +26.1% | +29.2% |
| 30D | -30.9% | -7.9% | -23.0% | -29.0% |
| 3M | -14.7% | +12.2% | -26.9% | -17.3% |
| 6M | -9.6% | +134.7% | -144.3% | -30.2% |
| YTD | +62.1% | +239.8% | -177.7% | +11.6% |
| 1Y | +66.6% | +192.7% | -126.1% | +19.2% |
| 3Y | +718.1% | +187.6% | +530.5% | +435.9% |
| 5Y | +32.8% | -22.6% | +55.4% | +8.1% |
| All | +32.8% | -23.2% | +56.0% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling