+4,588.5%
SMTC vs ACGL
+4,429.2%
+159.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +11.0% | +9.7% |
| 7D | +12.7% | -0.7% | +13.5% | +12.9% |
| 30D | +22.0% | -1.0% | +23.0% | +22.1% |
| 3M | -12.7% | +11.0% | -23.7% | -16.5% |
| 6M | +64.8% | -0.3% | +65.1% | +62.7% |
| YTD | +100.7% | +2.3% | +98.4% | +96.0% |
| 1Y | +146.9% | +6.4% | +140.5% | +137.3% |
| 3Y | +456.8% | +34.0% | +422.9% | +384.5% |
| 5Y | +89.2% | +161.6% | -72.4% | +30.8% |
| 10Y | +426.9% | +278.6% | +148.3% | +224.6% |
| All | +4,588.5% | +4,429.2% | +159.3% | +1,730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling