+571.7%
SMTC vs AME
+55.3%
+516.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +9.9% | +9.9% |
| 7D | +22.9% | +2.8% | +20.2% | +19.2% |
| 30D | +16.6% | -6.3% | +22.9% | +26.6% |
| 3M | +2.4% | +5.4% | -3.0% | -1.0% |
| 6M | +98.3% | +7.4% | +90.8% | +88.6% |
| YTD | +120.7% | +16.2% | +104.5% | +95.5% |
| 1Y | +168.3% | +26.8% | +141.4% | +117.5% |
| 3Y | +571.7% | +57.5% | +514.2% | +313.0% |
| All | +571.7% | +55.3% | +516.5% | +313.0% |
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