+649.5%
SMTC vs ACI
-33.9%
+683.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.4% | +16.1% | +11.8% |
| 7D | -19.0% | -2.2% | -16.8% | -19.2% |
| 30D | -46.7% | +10.3% | -57.0% | -45.2% |
| 3M | -23.4% | +7.2% | -30.6% | -21.5% |
| 6M | -13.4% | -18.0% | +4.6% | -13.9% |
| YTD | +40.1% | -22.0% | +62.0% | +38.7% |
| 1Y | +47.7% | -23.4% | +71.0% | +46.1% |
| All | +649.5% | -33.9% | +683.5% | +653.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling