+527.9%
SMTC vs ACM
+124.8%
+403.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.6% |
| 7D | +22.5% | -3.7% | +26.2% | +25.1% |
| 30D | +24.9% | -12.7% | +37.5% | +32.8% |
| 3M | +4.1% | -9.8% | +13.9% | +7.3% |
| 6M | +92.6% | -31.4% | +124.0% | +135.2% |
| YTD | +122.5% | -32.1% | +154.6% | +170.0% |
| 1Y | +166.2% | -47.8% | +214.0% | +280.4% |
| 3Y | +577.2% | -22.1% | +599.2% | +656.1% |
| 5Y | +119.0% | +1.8% | +117.2% | +108.5% |
| 10Y | +527.9% | +132.5% | +395.3% | +291.3% |
| All | +527.9% | +124.8% | +403.1% | +291.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling