+606.9%
SMTC vs AR
+19.9%
+587.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.8% | +13.6% | +13.0% |
| 7D | -19.0% | -14.3% | -4.7% | -15.3% |
| 30D | -46.7% | +1.4% | -48.2% | -46.8% |
| 3M | -23.4% | +3.4% | -26.8% | -24.7% |
| 6M | -13.4% | -2.1% | -11.3% | -13.9% |
| YTD | +40.1% | +4.7% | +35.4% | +32.2% |
| 1Y | +47.7% | +10.6% | +37.1% | +35.4% |
| 3Y | +606.9% | +24.6% | +582.3% | +586.8% |
| All | +606.9% | +19.9% | +587.0% | +586.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling