+219.4%
SMTC vs ALC
+20.4%
+199.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +22.5% | -5.3% | +27.8% | +25.8% |
| 30D | +24.9% | -7.1% | +31.9% | +29.0% |
| 3M | +4.1% | +0.8% | +3.3% | +1.3% |
| 6M | +92.6% | -16.0% | +108.5% | +106.9% |
| YTD | +122.5% | -12.7% | +135.2% | +132.0% |
| 1Y | +166.2% | -12.8% | +179.1% | +176.1% |
| 3Y | +577.2% | -15.8% | +593.0% | +612.4% |
| 5Y | +119.0% | -16.7% | +135.6% | +127.8% |
| All | +219.4% | +20.4% | +199.0% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling