+119.0%
SMTC vs AME
+83.9%
+35.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.5% |
| 7D | +22.5% | +1.3% | +21.2% | +20.8% |
| 30D | +24.9% | -6.6% | +31.5% | +35.5% |
| 3M | +4.1% | +3.0% | +1.1% | +3.1% |
| 6M | +92.6% | +5.3% | +87.3% | +87.1% |
| YTD | +122.5% | +15.4% | +107.0% | +98.1% |
| 1Y | +166.2% | +26.8% | +139.4% | +114.8% |
| 3Y | +577.2% | +56.5% | +520.6% | +338.4% |
| 5Y | +119.0% | +85.2% | +33.7% | +20.7% |
| All | +119.0% | +83.9% | +35.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling