+168.3%
SMTC vs AR
+17.5%
+150.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +9.9% |
| 7D | +22.9% | -1.8% | +24.8% | +22.7% |
| 30D | +16.6% | +12.6% | +4.1% | +18.3% |
| 3M | +2.4% | +10.0% | -7.6% | +3.8% |
| 6M | +98.3% | +0.6% | +97.6% | +98.8% |
| YTD | +120.7% | +13.4% | +107.3% | +118.1% |
| 1Y | +168.3% | +21.7% | +146.6% | +168.6% |
| All | +168.3% | +17.5% | +150.8% | +168.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling