+349.5%
SMTC vs ALLY
+98.1%
+251.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.7% | +14.4% | +13.6% |
| 7D | -19.0% | +0.9% | -19.9% | -19.7% |
| 30D | -46.7% | +3.1% | -49.8% | -47.9% |
| 3M | -23.4% | -12.6% | -10.9% | -18.9% |
| 6M | -13.4% | -12.4% | -1.0% | -8.9% |
| YTD | +40.1% | -13.2% | +53.2% | +46.8% |
| 1Y | +47.7% | +1.8% | +45.9% | +42.6% |
| 3Y | +606.9% | +58.0% | +548.9% | +449.6% |
| 5Y | +14.4% | -8.4% | +22.8% | +11.1% |
| 10Y | +322.5% | +195.3% | +127.2% | +131.0% |
| All | +349.5% | +98.1% | +251.4% | +170.2% |
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