+72.2%
SMTC vs ACM
-46.6%
+118.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.9% | -15.9% | -12.9% |
| 7D | -24.5% | +9.5% | -34.0% | -24.6% |
| 30D | -42.5% | +14.7% | -57.2% | -42.6% |
| 3M | -14.1% | -9.5% | -4.6% | -11.1% |
| 6M | +3.6% | -18.0% | +21.7% | +11.1% |
| YTD | +50.6% | -27.3% | +77.8% | +66.0% |
| 1Y | +72.2% | -47.0% | +119.2% | +95.8% |
| All | +72.2% | -46.6% | +118.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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