+357.4%
SMTC vs ADVB
-88.3%
+445.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +9.2% |
| 7D | +12.7% | -3.8% | +16.5% | +12.7% |
| 30D | +22.0% | +17.6% | +4.4% | +22.3% |
| 3M | -12.7% | +119.1% | -131.8% | -12.7% |
| 6M | +64.8% | +103.4% | -38.6% | +62.6% |
| YTD | +100.7% | +59.8% | +40.8% | +100.0% |
| 1Y | +146.9% | +8.5% | +138.3% | +146.3% |
| All | +357.4% | -88.3% | +445.8% | +664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling