+90.8%
SMTC vs ALC
-16.0%
+106.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.2% | +11.4% | +10.3% |
| 7D | +12.7% | -2.1% | +14.8% | +13.8% |
| 30D | +22.0% | -0.1% | +22.1% | +21.0% |
| 3M | -12.7% | +5.9% | -18.6% | -16.9% |
| 6M | +64.8% | -15.9% | +80.7% | +77.8% |
| YTD | +100.7% | -10.1% | +110.8% | +106.6% |
| 1Y | +146.9% | -10.2% | +157.1% | +152.7% |
| 3Y | +456.8% | -13.6% | +470.4% | +479.7% |
| All | +90.8% | -16.0% | +106.8% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling