+351.4%
SMTC vs ACWI
+226.8%
+124.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.6% | +10.2% | +7.9% |
| 7D | -4.8% | +0.3% | -5.2% | -4.6% |
| 30D | -37.8% | -2.8% | -35.0% | -33.3% |
| 3M | -16.5% | -3.2% | -13.3% | -9.6% |
| 6M | -4.4% | +1.3% | -5.7% | -2.2% |
| YTD | +58.0% | +11.2% | +46.8% | +38.5% |
| 1Y | +62.0% | +13.8% | +48.2% | +37.4% |
| 3Y | +745.7% | +76.2% | +669.5% | +275.6% |
| 5Y | +29.0% | +59.5% | -30.4% | -30.0% |
| 10Y | +351.4% | +222.2% | +129.2% | +0.3% |
| All | +351.4% | +226.8% | +124.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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