+114.0%
SMTC vs ACI
-44.9%
+158.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.3% | +13.2% | +9.8% |
| 7D | +22.9% | -2.6% | +25.5% | +22.8% |
| 30D | +16.6% | +1.1% | +15.6% | +16.6% |
| 3M | +2.4% | -23.6% | +26.1% | +2.5% |
| 6M | +98.3% | -29.9% | +128.2% | +99.0% |
| YTD | +120.7% | -26.9% | +147.5% | +120.7% |
| 1Y | +168.3% | -34.2% | +202.5% | +170.0% |
| 3Y | +571.7% | -43.6% | +615.3% | +579.1% |
| 5Y | +114.0% | -42.4% | +156.4% | +110.7% |
| All | +114.0% | -44.9% | +158.9% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling