+339.9%
SMTC vs ALM
+2,040.7%
-1,700.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | -2.0% |
| 7D | -10.9% | -6.3% | -4.6% | -10.4% |
| 30D | -39.4% | -31.4% | -8.0% | -37.7% |
| 3M | -13.5% | -40.6% | +27.0% | -10.4% |
| 6M | -6.8% | -58.6% | +51.8% | -1.8% |
| YTD | +54.0% | -7.6% | +61.6% | +58.7% |
| 1Y | +50.8% | +13.8% | +36.9% | +54.4% |
| 3Y | +677.3% | +842.1% | -164.8% | +655.7% |
| 5Y | +28.7% | +407.4% | -378.7% | +26.1% |
| 10Y | +339.9% | +2,079.4% | -1,739.5% | +320.3% |
| All | +339.9% | +2,040.7% | -1,700.8% | +320.3% |
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