+132.7%
SMTC vs ALC
+26.4%
+106.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.2% |
| 7D | +30.5% | -6.2% | +36.6% | +34.1% |
| 30D | -30.9% | +14.0% | -44.9% | -36.5% |
| 3M | -14.7% | -2.4% | -12.3% | -15.9% |
| 6M | -9.6% | +12.6% | -22.2% | -19.5% |
| YTD | +62.1% | -8.4% | +70.5% | +61.2% |
| 1Y | +66.6% | -9.1% | +75.7% | +66.4% |
| 3Y | +718.1% | -0.3% | +718.4% | +658.7% |
| 5Y | +32.8% | -9.9% | +42.7% | +29.6% |
| All | +132.7% | +26.4% | +106.3% | +87.9% |
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