+340.7%
SMTC vs ALLE
+211.7%
+129.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.7% |
| 7D | +11.0% | +3.6% | +7.5% | +8.7% |
| 30D | -28.5% | +25.9% | -54.4% | -39.7% |
| 3M | -14.2% | +15.8% | -30.0% | -23.7% |
| 6M | -18.0% | +48.1% | -66.1% | -39.6% |
| YTD | +55.5% | +22.0% | +33.5% | +30.0% |
| 1Y | +69.5% | +18.0% | +51.5% | +45.0% |
| 3Y | +699.7% | +93.1% | +606.6% | +370.9% |
| 5Y | +27.4% | +52.1% | -24.7% | -11.9% |
| All | +340.7% | +211.7% | +129.1% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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