+544.1%
SMTC vs ALLY
+124.8%
+419.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.1% |
| 7D | +12.7% | +3.7% | +9.1% | +10.7% |
| 30D | +22.0% | -2.3% | +24.2% | +23.2% |
| 3M | -12.7% | +3.8% | -16.5% | -14.6% |
| 6M | +64.8% | +9.7% | +55.1% | +55.6% |
| YTD | +100.7% | -1.4% | +102.1% | +99.2% |
| 1Y | +146.9% | +8.2% | +138.7% | +132.0% |
| 3Y | +456.8% | +66.5% | +390.3% | +324.5% |
| 5Y | +89.2% | +1.2% | +88.0% | +75.5% |
| 10Y | +426.9% | +191.4% | +235.4% | +189.0% |
| All | +544.1% | +124.8% | +419.3% | +266.7% |
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 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