+340.7%
SMTC vs ARMK
+131.4%
+209.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +11.0% | +2.7% | +8.4% | +9.8% |
| 30D | -28.5% | -1.5% | -27.0% | -27.2% |
| 3M | -14.2% | -11.6% | -2.7% | -8.2% |
| 6M | -18.0% | +6.7% | -24.7% | -19.8% |
| YTD | +55.5% | +47.4% | +8.1% | +31.0% |
| 1Y | +69.5% | +41.5% | +28.1% | +45.3% |
| 3Y | +699.7% | +95.5% | +604.1% | +494.3% |
| 5Y | +27.4% | +108.4% | -81.0% | -8.1% |
| All | +340.7% | +131.4% | +209.4% | +218.0% |
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