+483.2%
SMTC vs ALLE
+42.6%
+440.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.6% |
| 7D | +12.7% | -0.2% | +13.0% | +12.9% |
| 30D | +22.0% | -6.8% | +28.8% | +27.3% |
| 3M | -12.7% | +21.0% | -33.7% | -24.4% |
| 6M | +64.8% | +1.1% | +63.7% | +62.7% |
| YTD | +100.7% | -0.5% | +101.2% | +96.6% |
| 1Y | +146.9% | -7.3% | +154.1% | +156.0% |
| All | +483.2% | +42.6% | +440.6% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling