+47.7%
SMTC vs AR
+8.4%
+39.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.6% | +12.6% |
| 7D | -19.0% | -14.3% | -4.7% | -21.5% |
| 30D | -46.7% | +1.4% | -48.2% | -45.9% |
| 3M | -23.4% | +3.4% | -26.8% | -22.1% |
| 6M | -13.4% | -2.1% | -11.3% | -12.5% |
| YTD | +40.1% | +4.7% | +35.4% | +39.1% |
| 1Y | +47.7% | +10.6% | +37.1% | +44.9% |
| All | +47.7% | +8.4% | +39.3% | +44.9% |
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