+54.7%
SMTC vs ACGL
+21.8%
+32.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.8% | +12.0% | +13.9% |
| 7D | -4.8% | -1.1% | -3.8% | -5.4% |
| 30D | -37.8% | +13.1% | -51.0% | -26.3% |
| 3M | -16.5% | +9.8% | -26.3% | -3.2% |
| 6M | -4.4% | +15.3% | -19.7% | +16.6% |
| YTD | +58.0% | +12.7% | +45.3% | +92.2% |
| All | +54.7% | +21.8% | +32.9% | +98.0% |
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