+407.2%
SMTC vs ALLY
+99.9%
+307.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.9% | +11.9% | +12.4% |
| 7D | -4.8% | -0.2% | -4.6% | -5.0% |
| 30D | -37.8% | +3.4% | -41.3% | -39.3% |
| 3M | -16.5% | -11.1% | -5.4% | -12.3% |
| 6M | -4.4% | -11.5% | +7.1% | +0.1% |
| YTD | +58.0% | -12.3% | +70.4% | +64.9% |
| 1Y | +62.0% | +1.1% | +60.9% | +57.0% |
| 3Y | +745.7% | +64.8% | +680.9% | +544.2% |
| 5Y | +29.0% | -6.9% | +35.9% | +24.4% |
| 10Y | +351.4% | +194.9% | +156.4% | +146.9% |
| All | +407.2% | +99.9% | +307.2% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling