+90.8%
SMTC vs ALLE
+13.7%
+77.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.5% |
| 7D | +12.7% | -0.2% | +13.0% | +12.9% |
| 30D | +22.0% | -6.8% | +28.8% | +27.8% |
| 3M | -12.7% | +21.0% | -33.7% | -25.0% |
| 6M | +64.8% | +1.1% | +63.7% | +61.5% |
| YTD | +100.7% | -0.5% | +101.2% | +96.1% |
| 1Y | +146.9% | -7.3% | +154.1% | +154.3% |
| 3Y | +456.8% | +42.3% | +414.6% | +301.9% |
| All | +90.8% | +13.7% | +77.1% | +40.9% |
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 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