+114.0%
SMTC vs ARMK
+148.1%
-34.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.4% | +8.6% | +9.1% |
| 7D | +22.9% | +1.7% | +21.2% | +21.7% |
| 30D | +16.6% | +3.1% | +13.5% | +14.3% |
| 3M | +2.4% | +9.2% | -6.8% | -3.4% |
| 6M | +98.3% | +43.7% | +54.6% | +56.0% |
| YTD | +120.7% | +57.4% | +63.3% | +62.4% |
| 1Y | +168.3% | +51.9% | +116.4% | +100.9% |
| 3Y | +571.7% | +125.4% | +446.3% | +285.3% |
| 5Y | +114.0% | +149.1% | -35.1% | +14.3% |
| All | +114.0% | +148.1% | -34.1% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling