+72.2%
SMTC vs ACGL
+28.7%
+43.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.7% | -15.6% | -9.4% |
| 7D | -24.5% | +8.0% | -32.5% | -16.0% |
| 30D | -42.5% | +17.3% | -59.8% | -29.1% |
| 3M | -14.1% | +11.2% | -25.3% | +1.2% |
| 6M | +3.6% | +18.2% | -14.6% | +29.4% |
| YTD | +50.6% | +15.4% | +35.2% | +88.0% |
| 1Y | +72.2% | +26.5% | +45.7% | +122.7% |
| All | +72.2% | +28.7% | +43.5% | +122.7% |
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