+69.5%
SMTC vs ADVB
-72.7%
+142.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.6% | +19.5% | -4.2% |
| 7D | +11.0% | +27.8% | -16.8% | +11.4% |
| 30D | -28.5% | -50.8% | +22.3% | -30.0% |
| 3M | -14.2% | -70.5% | +56.3% | -17.5% |
| 6M | -18.0% | -46.7% | +28.7% | -16.8% |
| YTD | +55.5% | -56.7% | +112.2% | +58.6% |
| 1Y | +69.5% | -71.8% | +141.3% | +79.0% |
| All | +69.5% | -72.7% | +142.2% | +79.0% |
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