+54.7%
SMTC vs ACM
-46.1%
+100.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.2% | +7.6% | +12.5% |
| 7D | -4.8% | +6.9% | -11.7% | -5.0% |
| 30D | -37.8% | +19.1% | -56.9% | -38.1% |
| 3M | -16.5% | -6.9% | -9.5% | -13.8% |
| 6M | -4.4% | -12.0% | +7.6% | +0.9% |
| YTD | +58.0% | -25.1% | +83.2% | +73.5% |
| All | +54.7% | -46.1% | +100.8% | +73.0% |
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