+489.0%
SMTC vs AS
+142.2%
+346.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.1% | +9.7% | +11.6% |
| 7D | -4.8% | +5.8% | -10.7% | -6.9% |
| 30D | -37.8% | +15.4% | -53.2% | -41.4% |
| 3M | -16.5% | -11.9% | -4.6% | -13.0% |
| 6M | -4.4% | -9.9% | +5.5% | -2.6% |
| YTD | +58.0% | -13.1% | +71.1% | +62.5% |
| 1Y | +62.0% | +9.9% | +52.1% | +50.2% |
| All | +489.0% | +142.2% | +346.8% | +374.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling