+656.6%
SMTC vs ACM
+252.7%
+403.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -10.9% | +6.6% | -17.5% | -13.5% |
| 30D | -39.4% | +19.8% | -59.2% | -44.5% |
| 3M | -13.5% | -3.1% | -10.4% | -14.1% |
| 6M | -6.8% | -11.5% | +4.7% | -4.3% |
| YTD | +54.0% | -24.7% | +78.7% | +69.8% |
| 1Y | +50.8% | -45.1% | +95.8% | +93.3% |
| 3Y | +677.3% | -8.9% | +686.2% | +687.8% |
| 5Y | +28.7% | +5.4% | +23.3% | +23.4% |
| 10Y | +339.9% | +131.1% | +208.8% | +188.8% |
| All | +656.6% | +252.7% | +403.9% | +261.7% |
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