+571.7%
SMTC vs ALC
-15.5%
+587.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +11.9% | +10.7% |
| 7D | +22.9% | -3.7% | +26.6% | +24.5% |
| 30D | +16.6% | -3.7% | +20.4% | +17.5% |
| 3M | +2.4% | +4.6% | -2.1% | -1.8% |
| 6M | +98.3% | -14.6% | +112.9% | +111.8% |
| YTD | +120.7% | -11.9% | +132.5% | +129.7% |
| 1Y | +168.3% | -13.1% | +181.4% | +180.5% |
| 3Y | +571.7% | -15.0% | +586.7% | +587.1% |
| All | +571.7% | -15.5% | +587.2% | +587.1% |
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