+340.7%
SMTC vs ALM
+2,100.8%
-1,760.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.7% | -11.8% | -4.6% |
| 7D | +11.0% | +1.2% | +9.8% | +10.9% |
| 30D | -28.5% | -19.3% | -9.2% | -27.4% |
| 3M | -14.2% | -40.6% | +26.4% | -11.1% |
| 6M | -18.0% | -57.9% | +39.9% | -13.6% |
| YTD | +55.5% | -6.7% | +62.2% | +60.0% |
| 1Y | +69.5% | +20.2% | +49.4% | +73.3% |
| 3Y | +699.7% | +879.4% | -179.8% | +676.3% |
| 5Y | +27.4% | +415.3% | -387.9% | +24.7% |
| All | +340.7% | +2,100.8% | -1,760.1% | +320.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling