+50.8%
SMTC vs ALM
+12.3%
+38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | +0.4% |
| 7D | -10.9% | -6.3% | -4.6% | -8.0% |
| 30D | -39.4% | -31.4% | -8.0% | -29.6% |
| 3M | -13.5% | -40.6% | +27.0% | +4.4% |
| 6M | -6.8% | -58.6% | +51.8% | +24.5% |
| YTD | +54.0% | -7.6% | +61.6% | +72.2% |
| 1Y | +50.8% | +13.8% | +36.9% | +57.1% |
| All | +50.8% | +12.3% | +38.5% | +57.1% |
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