+527.9%
SMTC vs ARMK
+134.7%
+393.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +22.5% | +0.3% | +22.1% | +22.3% |
| 30D | +24.9% | +2.4% | +22.5% | +23.5% |
| 3M | +4.1% | +6.1% | -2.0% | +1.2% |
| 6M | +92.6% | +41.8% | +50.8% | +63.9% |
| YTD | +122.5% | +55.5% | +66.9% | +80.9% |
| 1Y | +166.2% | +49.6% | +116.6% | +119.5% |
| 3Y | +577.2% | +122.8% | +454.4% | +371.2% |
| 5Y | +119.0% | +151.0% | -32.0% | +44.9% |
| 10Y | +527.9% | +137.9% | +389.9% | +339.2% |
| All | +527.9% | +134.7% | +393.1% | +339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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