+733.5%
SMTC vs ALLY
+64.0%
+669.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | +30.5% | -2.1% | +32.6% | +32.2% |
| 30D | -30.9% | +2.0% | -32.9% | -32.1% |
| 3M | -14.7% | -13.3% | -1.4% | -7.6% |
| 6M | -9.6% | -9.9% | +0.3% | -5.1% |
| YTD | +62.1% | -13.5% | +75.6% | +72.7% |
| 1Y | +66.6% | -2.8% | +69.4% | +62.6% |
| All | +733.5% | +64.0% | +669.5% | +511.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling