+146.9%
SMTC vs ACGL
+4.8%
+142.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +11.0% | +7.7% |
| 7D | +12.7% | -0.7% | +13.5% | +12.1% |
| 30D | +22.0% | -1.0% | +23.0% | +21.5% |
| 3M | -12.7% | +11.0% | -23.7% | -7.8% |
| 6M | +64.8% | -0.3% | +65.1% | +69.8% |
| YTD | +100.7% | +2.3% | +98.4% | +109.6% |
| 1Y | +146.9% | +6.4% | +140.5% | +166.8% |
| All | +146.9% | +4.8% | +142.1% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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