+773.8%
SMTC vs AME
+62.6%
+711.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.8% | +9.6% |
| 7D | +12.9% | +1.1% | +11.8% | +13.0% |
| 30D | -25.6% | -4.1% | -21.5% | -19.6% |
| 3M | -4.5% | -6.3% | +1.8% | +6.9% |
| 6M | -8.3% | +3.5% | -11.8% | -6.5% |
| YTD | +69.9% | +17.3% | +52.7% | +54.7% |
| 1Y | +73.9% | +22.0% | +51.9% | +53.0% |
| All | +773.8% | +62.6% | +711.2% | +514.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling