+251.0%
SMTC vs ADVB
-97.4%
+348.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -2.6% |
| 7D | -10.9% | -4.1% | -6.8% | -10.9% |
| 30D | -39.4% | -60.3% | +20.9% | -39.6% |
| 3M | -13.5% | -73.3% | +59.8% | -14.2% |
| 6M | -6.8% | -65.9% | +59.1% | -7.0% |
| YTD | +54.0% | -63.9% | +117.9% | +52.0% |
| 1Y | +50.8% | -74.1% | +124.9% | +51.4% |
| All | +251.0% | -97.4% | +348.4% | +481.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling