+307.1%
SMTC vs ALK
-41.7%
+348.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.6% | +12.1% | +12.5% |
| 7D | -19.0% | +9.0% | -28.0% | -22.5% |
| 30D | -46.7% | -1.6% | -45.1% | -47.0% |
| 3M | -23.4% | -23.2% | -0.2% | -15.7% |
| 6M | -13.4% | -3.9% | -9.5% | -14.6% |
| YTD | +40.1% | -22.6% | +62.6% | +49.7% |
| 1Y | +47.7% | -5.3% | +53.0% | +44.8% |
| 3Y | +606.9% | +18.6% | +588.3% | +512.4% |
| 5Y | +14.4% | -34.4% | +48.8% | +22.5% |
| All | +307.1% | -41.7% | +348.9% | +335.9% |
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