+296.1%
SMTC vs AMRZ
-17.3%
+313.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.3% | +14.2% | +10.7% |
| 7D | +22.9% | -2.0% | +25.0% | +23.2% |
| 30D | +16.6% | -9.8% | +26.5% | +18.7% |
| 3M | +2.4% | -17.2% | +19.6% | +5.5% |
| 6M | +98.3% | -26.9% | +125.2% | +110.7% |
| YTD | +120.7% | -21.5% | +142.2% | +129.1% |
| 1Y | +168.3% | -22.9% | +191.1% | +177.7% |
| All | +296.1% | -17.3% | +313.3% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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