+371.6%
SMTC vs ALLE
+260.9%
+110.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.7% |
| 3M | -12.7% | +21.0% | -33.7% | -24.6% |
| 6M | +64.8% | +1.1% | +63.7% | +61.2% |
| YTD | +100.7% | -0.5% | +101.2% | +96.2% |
| 1Y | +146.9% | -7.3% | +154.1% | +153.1% |
| 3Y | +456.8% | +42.3% | +414.6% | +319.5% |
| 5Y | +89.2% | +13.5% | +75.8% | +63.3% |
| 10Y | +426.9% | +144.0% | +282.8% | +177.6% |
| All | +371.6% | +260.9% | +110.7% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling