+90.8%
SMTC vs ALLY
+1.6%
+89.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.0% |
| 7D | +12.7% | +3.7% | +9.1% | +10.4% |
| 30D | +22.0% | -2.3% | +24.2% | +23.3% |
| 3M | -12.7% | +3.8% | -16.5% | -14.9% |
| 6M | +64.8% | +9.7% | +55.1% | +54.1% |
| YTD | +100.7% | -1.4% | +102.1% | +98.9% |
| 1Y | +146.9% | +8.2% | +138.7% | +129.3% |
| 3Y | +456.8% | +66.5% | +390.3% | +306.0% |
| All | +90.8% | +1.6% | +89.2% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling