+219.2%
SMTC vs ADVB
-97.5%
+316.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.5% | +12.7% |
| 7D | -19.0% | -13.9% | -5.1% | -18.9% |
| 30D | -46.7% | -68.1% | +21.4% | -47.0% |
| 3M | -23.4% | -73.4% | +50.0% | -23.9% |
| 6M | -13.4% | -70.8% | +57.4% | -13.3% |
| YTD | +40.1% | -66.1% | +106.2% | +38.3% |
| 1Y | +47.7% | -77.5% | +125.2% | +49.0% |
| All | +219.2% | -97.5% | +316.8% | +428.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling