+606.9%
SMTC vs ALC
+2.3%
+604.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.1% | +14.9% | +13.1% |
| 7D | -19.0% | +4.9% | -23.9% | -19.9% |
| 30D | -46.7% | +19.0% | -65.7% | -49.2% |
| 3M | -23.4% | +7.8% | -31.2% | -25.5% |
| 6M | -13.4% | +14.6% | -28.0% | -19.3% |
| YTD | +40.1% | -4.4% | +44.5% | +42.6% |
| 1Y | +47.7% | +1.4% | +46.3% | +44.0% |
| 3Y | +606.9% | +2.5% | +604.4% | +592.7% |
| All | +606.9% | +2.3% | +604.7% | +592.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling