-24.4%
SMTC vs ACI
-18.2%
-6.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.4% | +16.1% | +11.1% |
| 7D | -19.0% | -2.2% | -16.8% | -19.4% |
| 30D | -46.7% | +10.3% | -57.0% | -44.1% |
| 3M | -23.4% | +7.2% | -30.6% | -20.2% |
| All | -24.4% | -18.2% | -6.2% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling