+733.5%
SMTC vs ALK
+14.9%
+718.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.2% | -2.5% |
| 7D | +30.5% | +0.9% | +29.6% | +30.3% |
| 30D | -30.9% | +3.3% | -34.2% | -32.5% |
| 3M | -14.7% | -17.6% | +2.9% | -7.8% |
| 6M | -9.6% | +0.8% | -10.4% | -12.4% |
| YTD | +62.1% | -22.4% | +84.5% | +74.3% |
| 1Y | +66.6% | -10.1% | +76.6% | +66.6% |
| All | +733.5% | +14.9% | +718.6% | +652.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling