+50.8%
SMTC vs ALLY
-1.7%
+52.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.1% |
| 7D | -10.9% | -0.7% | -10.3% | -10.8% |
| 30D | -39.4% | +1.1% | -40.5% | -39.6% |
| 3M | -13.5% | -13.2% | -0.4% | -10.3% |
| 6M | -6.8% | -13.5% | +6.6% | -3.9% |
| YTD | +54.0% | -14.3% | +68.3% | +63.6% |
| 1Y | +50.8% | -1.1% | +51.9% | +38.1% |
| All | +50.8% | -1.7% | +52.5% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling