+428.2%
SMTC vs ARMK
+350.8%
+77.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.6% |
| 7D | +12.7% | -2.4% | +15.2% | +13.9% |
| 30D | +22.0% | 0.0% | +21.9% | +21.7% |
| 3M | -12.7% | +6.7% | -19.3% | -15.3% |
| 6M | +64.8% | +38.8% | +26.0% | +41.9% |
| YTD | +100.7% | +55.2% | +45.5% | +63.8% |
| 1Y | +146.9% | +46.6% | +100.3% | +105.9% |
| 3Y | +456.8% | +112.9% | +343.9% | +296.9% |
| 5Y | +89.2% | +144.0% | -54.7% | +27.2% |
| 10Y | +426.9% | +132.4% | +294.4% | +255.8% |
| All | +428.2% | +350.8% | +77.3% | +208.5% |
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