+146.9%
SMTC vs ALM
+318.3%
-171.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.7% | +9.7% |
| 7D | +12.7% | -2.6% | +15.4% | +13.6% |
| 30D | +22.0% | +32.0% | -10.0% | +11.8% |
| 3M | -12.7% | -15.0% | +2.4% | -10.8% |
| 6M | +64.8% | -10.1% | +74.9% | +63.2% |
| YTD | +100.7% | +99.4% | +1.3% | +78.2% |
| 1Y | +146.9% | +316.4% | -169.5% | +116.4% |
| All | +146.9% | +318.3% | -171.4% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling