+339.9%
SMTC vs AR
+52.4%
+287.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.3% | +5.7% | +9.2% |
| 7D | -10.9% | -5.8% | -5.2% | -9.9% |
| 30D | -39.4% | +4.8% | -44.2% | -39.8% |
| 3M | -13.5% | +1.5% | -15.1% | -14.0% |
| 6M | -6.8% | +4.7% | -11.5% | -8.1% |
| YTD | +54.0% | +9.2% | +44.8% | +49.3% |
| 1Y | +50.8% | +11.2% | +39.6% | +45.5% |
| 3Y | +677.3% | +46.2% | +631.1% | +616.8% |
| 5Y | +28.7% | +98.1% | -69.3% | +11.1% |
| 10Y | +339.9% | +54.5% | +285.3% | +288.6% |
| All | +339.9% | +52.4% | +287.5% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling