+72.2%
SMTC vs ADVB
-76.7%
+148.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.5% | -8.4% | -13.0% |
| 7D | -24.5% | -29.5% | +5.0% | -25.1% |
| 30D | -42.5% | -66.9% | +24.4% | -44.3% |
| 3M | -14.1% | -73.7% | +59.6% | -17.2% |
| 6M | +3.6% | -64.8% | +68.4% | +4.3% |
| YTD | +50.6% | -64.0% | +114.6% | +53.2% |
| 1Y | +72.2% | -77.0% | +149.2% | +83.2% |
| All | +72.2% | -76.7% | +148.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling