+351.4%
SMTC vs ARMK
+131.1%
+220.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.2% | +8.6% | +10.9% |
| 7D | -4.8% | +0.9% | -5.8% | -4.5% |
| 30D | -37.8% | -0.4% | -37.5% | -37.0% |
| 3M | -16.5% | -2.0% | -14.5% | -14.9% |
| 6M | -4.4% | +22.0% | -26.4% | -12.2% |
| YTD | +58.0% | +49.6% | +8.4% | +32.3% |
| 1Y | +62.0% | +46.4% | +15.7% | +36.7% |
| 3Y | +745.7% | +103.2% | +642.5% | +518.6% |
| 5Y | +29.0% | +108.1% | -79.1% | -7.0% |
| 10Y | +351.4% | +129.4% | +221.9% | +225.1% |
| All | +351.4% | +131.1% | +220.2% | +225.1% |
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