+497.0%
SMTC vs ALM
+3,219.4%
-2,722.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +8.8% | +1.1% | +9.4% |
| 7D | +22.9% | +8.4% | +14.5% | +22.3% |
| 30D | +16.6% | +34.8% | -18.2% | +14.6% |
| 3M | +2.4% | +16.2% | -13.8% | +1.3% |
| 6M | +98.3% | +2.1% | +96.1% | +97.0% |
| YTD | +120.7% | +117.0% | +3.7% | +115.0% |
| 1Y | +168.3% | +313.9% | -145.6% | +157.5% |
| 3Y | +571.7% | +2,327.9% | -1,756.2% | +514.9% |
| 5Y | +114.0% | +1,040.6% | -926.6% | +98.0% |
| 10Y | +497.0% | +3,219.4% | -2,722.5% | +424.0% |
| All | +497.0% | +3,219.4% | -2,722.5% | +424.0% |
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