+351.4%
SMTC vs ACM
+147.1%
+204.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.2% | +7.6% | +9.7% |
| 7D | -4.8% | +6.9% | -11.7% | -8.4% |
| 30D | -37.8% | +19.1% | -56.9% | -44.1% |
| 3M | -16.5% | -6.9% | -9.5% | -14.9% |
| 6M | -4.4% | -12.0% | +7.6% | -0.5% |
| YTD | +58.0% | -25.1% | +83.2% | +80.2% |
| 1Y | +62.0% | -45.4% | +107.4% | +126.5% |
| 3Y | +745.7% | -6.9% | +752.6% | +737.0% |
| 5Y | +29.0% | +3.7% | +25.3% | +20.5% |
| 10Y | +351.4% | +135.8% | +215.6% | +174.9% |
| All | +351.4% | +147.1% | +204.2% | +174.9% |
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