+14.0%
SMTC vs ALM
+396.4%
-382.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.1% | +10.6% | +12.5% |
| 7D | -19.0% | -6.7% | -12.3% | -18.1% |
| 30D | -46.7% | -32.9% | -13.8% | -44.0% |
| 3M | -23.4% | -39.5% | +16.1% | -18.7% |
| 6M | -13.4% | -62.0% | +48.6% | -4.8% |
| YTD | +40.1% | -7.8% | +47.9% | +48.4% |
| 1Y | +47.7% | +26.7% | +21.0% | +54.8% |
| 3Y | +606.9% | +825.4% | -218.4% | +600.4% |
| All | +14.0% | +396.4% | -382.4% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling