+14.0%
SMTC vs ACWI
+54.8%
-40.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.8% | +12.8% |
| 7D | -19.0% | -2.4% | -16.6% | -14.2% |
| 30D | -46.7% | -5.2% | -41.5% | -39.3% |
| 3M | -23.4% | -4.8% | -18.6% | -13.1% |
| 6M | -13.4% | -1.3% | -12.1% | -6.7% |
| YTD | +40.1% | +8.4% | +31.7% | +26.2% |
| 1Y | +47.7% | +11.0% | +36.6% | +27.7% |
| 3Y | +606.9% | +70.6% | +536.4% | +207.2% |
| All | +14.0% | +54.8% | -40.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling