+351.4%
SMTC vs ACGL
+332.3%
+19.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.8% | +12.0% | +12.6% |
| 7D | -4.8% | -1.1% | -3.8% | -4.8% |
| 30D | -37.8% | +13.1% | -51.0% | -41.2% |
| 3M | -16.5% | +9.8% | -26.3% | -20.5% |
| 6M | -4.4% | +15.3% | -19.7% | -12.3% |
| YTD | +58.0% | +12.7% | +45.3% | +45.5% |
| 1Y | +62.0% | +20.7% | +41.3% | +44.4% |
| 3Y | +745.7% | +34.3% | +711.4% | +580.7% |
| 5Y | +29.0% | +170.6% | -141.6% | -33.2% |
| 10Y | +351.4% | +330.6% | +20.8% | +92.5% |
| All | +351.4% | +332.3% | +19.0% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling