+339.9%
SMTC vs ACWI
+220.7%
+119.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.7% |
| 7D | -10.9% | -0.2% | -10.8% | -9.9% |
| 30D | -39.4% | -3.3% | -36.1% | -34.4% |
| 3M | -13.5% | -3.4% | -10.1% | -5.9% |
| 6M | -6.8% | +0.8% | -7.6% | -3.8% |
| YTD | +54.0% | +10.7% | +43.3% | +36.2% |
| 1Y | +50.8% | +11.6% | +39.2% | +32.3% |
| 3Y | +677.3% | +73.4% | +603.9% | +254.6% |
| 5Y | +28.7% | +60.2% | -31.4% | -30.6% |
| 10Y | +339.9% | +221.6% | +118.3% | -0.4% |
| All | +339.9% | +220.7% | +119.2% | -0.4% |
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