+139.1%
SMTC vs ALHC
-29.3%
+168.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.6% | +10.0% |
| 7D | +22.9% | -1.0% | +23.9% | +23.1% |
| 30D | +16.6% | -6.3% | +23.0% | +17.7% |
| 3M | +2.4% | -12.3% | +14.7% | +2.5% |
| 6M | +98.3% | -27.0% | +125.3% | +102.0% |
| YTD | +120.7% | -31.8% | +152.5% | +127.0% |
| 1Y | +168.3% | -17.0% | +185.3% | +167.5% |
| 3Y | +571.7% | +159.8% | +411.9% | +419.3% |
| 5Y | +114.0% | -25.1% | +139.1% | +89.6% |
| All | +139.1% | -29.3% | +168.4% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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