+117.4%
SMTC vs ALHC
-28.9%
+146.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.3% | +9.2% |
| 7D | +12.7% | -0.6% | +13.3% | +12.8% |
| 30D | +22.0% | -1.0% | +23.0% | +22.1% |
| 3M | -12.7% | -10.2% | -2.5% | -12.9% |
| 6M | +64.8% | -28.3% | +93.1% | +68.4% |
| YTD | +100.7% | -31.4% | +132.1% | +106.3% |
| 1Y | +146.9% | -16.9% | +163.8% | +146.2% |
| 3Y | +456.8% | +135.5% | +321.3% | +338.0% |
| 5Y | +89.2% | -33.6% | +122.9% | +70.8% |
| All | +117.4% | -28.9% | +146.3% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling