+422.1%
SMTC vs AS
+134.9%
+287.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.3% | +12.6% |
| 7D | -19.0% | +6.9% | -25.9% | -21.2% |
| 30D | -46.7% | +16.0% | -62.7% | -50.0% |
| 3M | -23.4% | -12.8% | -10.6% | -20.0% |
| 6M | -13.4% | -15.4% | +2.0% | -9.5% |
| YTD | +40.1% | -15.7% | +55.8% | +45.5% |
| 1Y | +47.7% | +6.1% | +41.6% | +38.6% |
| All | +422.1% | +134.9% | +287.2% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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