+527.0%
SMTC vs ACWI
+70.4%
+456.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.8% | -13.7% | -6.7% |
| 7D | -35.0% | -4.0% | -31.0% | -26.4% |
| 30D | -53.6% | -5.8% | -47.8% | -44.2% |
| 3M | -24.5% | -5.0% | -19.5% | -11.2% |
| 6M | -19.0% | +0.7% | -19.7% | -16.2% |
| YTD | +24.2% | +8.4% | +15.8% | +6.8% |
| 1Y | +35.6% | +10.1% | +25.5% | +12.7% |
| All | +527.0% | +70.4% | +456.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling