+733.5%
SMTC vs ACWI
+75.0%
+658.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -3.0% |
| 7D | +30.5% | +2.7% | +27.8% | +22.1% |
| 30D | -30.9% | -2.6% | -28.3% | -23.9% |
| 3M | -14.7% | -3.2% | -11.5% | -4.3% |
| 6M | -9.6% | +1.9% | -11.4% | -8.9% |
| YTD | +62.1% | +11.3% | +50.7% | +30.4% |
| 1Y | +66.6% | +11.7% | +54.9% | +34.2% |
| All | +733.5% | +75.0% | +658.5% | +96.1% |
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