+14.0%
SMTC vs ALLE
+49.9%
-35.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.9% | +13.7% | +13.3% |
| 7D | -19.0% | -0.6% | -18.4% | -18.7% |
| 30D | -46.7% | +25.3% | -72.1% | -54.8% |
| 3M | -23.4% | +10.3% | -33.7% | -29.3% |
| 6M | -13.4% | +38.0% | -51.5% | -33.1% |
| YTD | +40.1% | +17.8% | +22.3% | +20.3% |
| 1Y | +47.7% | +13.6% | +34.1% | +30.5% |
| 3Y | +606.9% | +89.2% | +517.7% | +303.0% |
| All | +14.0% | +49.9% | -35.9% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling