+676.3%
SMTC vs ACM
+250.7%
+425.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.2% | +7.6% | +10.3% |
| 7D | -4.8% | +6.9% | -11.7% | -7.7% |
| 30D | -37.8% | +19.1% | -56.9% | -42.9% |
| 3M | -16.5% | -6.9% | -9.5% | -15.3% |
| 6M | -4.4% | -12.0% | +7.6% | -1.5% |
| YTD | +58.0% | -25.1% | +83.2% | +74.8% |
| 1Y | +62.0% | -45.4% | +107.4% | +108.4% |
| 3Y | +745.7% | -6.9% | +752.6% | +748.8% |
| 5Y | +29.0% | +3.7% | +25.3% | +24.6% |
| 10Y | +351.4% | +135.8% | +215.6% | +194.1% |
| All | +676.3% | +250.7% | +425.7% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling