+499.6%
SMTC vs AME
+427.9%
+71.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.1% |
| 7D | +17.5% | 0.0% | +17.5% | +17.6% |
| 30D | +21.3% | -8.6% | +29.9% | +33.1% |
| 3M | +3.1% | +5.8% | -2.6% | -0.2% |
| 6M | +81.7% | +3.8% | +77.9% | +79.7% |
| YTD | +115.9% | +14.4% | +101.5% | +96.2% |
| 1Y | +157.8% | +25.8% | +132.1% | +113.9% |
| 3Y | +557.3% | +55.2% | +502.1% | +351.8% |
| 5Y | +114.7% | +85.5% | +29.1% | +26.1% |
| All | +499.6% | +427.9% | +71.7% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling