+351.4%
SMTC vs ALK
-37.5%
+388.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +7.1% | +5.7% | +9.9% |
| 7D | -4.8% | +8.9% | -13.8% | -8.5% |
| 30D | -37.8% | +5.9% | -43.8% | -39.9% |
| 3M | -16.5% | -16.5% | +0.1% | -11.0% |
| 6M | -4.4% | +2.1% | -6.5% | -7.8% |
| YTD | +58.0% | -17.1% | +75.1% | +64.5% |
| 1Y | +62.0% | -2.9% | +64.9% | +57.5% |
| 3Y | +745.7% | +24.5% | +721.2% | +619.3% |
| 5Y | +29.0% | -29.1% | +58.1% | +34.1% |
| 10Y | +351.4% | -39.1% | +390.5% | +366.1% |
| All | +351.4% | -37.5% | +388.8% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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