+166.2%
SMTC vs ALM
+312.4%
-146.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +2.1% |
| 7D | +22.5% | +3.6% | +18.9% | +21.1% |
| 30D | +24.9% | +33.8% | -8.9% | +13.7% |
| 3M | +4.1% | +14.8% | -10.7% | -1.5% |
| 6M | +92.6% | -7.0% | +99.5% | +88.4% |
| YTD | +122.5% | +108.1% | +14.4% | +93.2% |
| 1Y | +166.2% | +313.8% | -147.5% | +124.5% |
| All | +166.2% | +312.4% | -146.2% | +124.5% |
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