+146.9%
SMTC vs ACM
-45.8%
+192.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.3% |
| 7D | +12.7% | -3.7% | +16.5% | +13.2% |
| 30D | +22.0% | -11.1% | +33.1% | +25.4% |
| 3M | -12.7% | -8.0% | -4.7% | -10.7% |
| 6M | +64.8% | -29.7% | +94.4% | +81.6% |
| YTD | +100.7% | -29.4% | +130.1% | +120.6% |
| 1Y | +146.9% | -46.4% | +193.3% | +188.1% |
| All | +146.9% | -45.8% | +192.7% | +188.1% |
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