+268.6%
SMTC vs ARMK
+317.2%
-48.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.5% | +8.3% | +10.7% |
| 7D | -19.0% | -2.6% | -16.3% | -17.4% |
| 30D | -46.7% | -5.2% | -41.5% | -44.9% |
| 3M | -23.4% | -6.5% | -16.9% | -20.4% |
| 6M | -13.4% | +15.3% | -28.7% | -18.5% |
| YTD | +40.1% | +43.6% | -3.5% | +19.5% |
| 1Y | +47.7% | +42.1% | +5.6% | +26.5% |
| 3Y | +606.9% | +94.0% | +512.9% | +429.4% |
| 5Y | +14.4% | +96.3% | -81.9% | -15.1% |
| 10Y | +322.5% | +126.7% | +195.8% | +192.5% |
| All | +268.6% | +317.2% | -48.6% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling