+90.8%
SMTC vs ALK
-25.3%
+116.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.5% |
| 7D | +12.7% | -0.7% | +13.4% | +13.1% |
| 30D | +22.0% | -19.2% | +41.2% | +34.7% |
| 3M | -12.7% | -1.5% | -11.1% | -13.3% |
| 6M | +64.8% | -13.1% | +77.8% | +71.3% |
| YTD | +100.7% | -16.4% | +117.1% | +111.1% |
| 1Y | +146.9% | -33.1% | +180.0% | +187.6% |
| 3Y | +456.8% | +0.6% | +456.2% | +399.8% |
| All | +90.8% | -25.3% | +116.1% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling