+111.6%
SMTC vs ABCL
-81.3%
+192.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.5% |
| 7D | +12.7% | +0.7% | +12.0% | +12.6% |
| 30D | +22.0% | +93.1% | -71.1% | +3.4% |
| 3M | -12.7% | +79.4% | -92.1% | -25.4% |
| 6M | +64.8% | +214.9% | -150.1% | +22.6% |
| YTD | +100.7% | +234.2% | -133.5% | +45.6% |
| 1Y | +146.9% | +174.8% | -27.9% | +84.7% |
| 3Y | +456.8% | +104.5% | +352.3% | +311.8% |
| 5Y | +89.2% | -39.0% | +128.2% | +59.2% |
| All | +111.6% | -81.3% | +192.8% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling