+479.6%
SMTC vs AS
+123.4%
+356.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.7% |
| 7D | +11.0% | -4.9% | +15.9% | +13.2% |
| 30D | -28.5% | +3.9% | -32.4% | -29.9% |
| 3M | -14.2% | -9.6% | -4.6% | -11.8% |
| 6M | -18.0% | -8.7% | -9.3% | -17.2% |
| YTD | +55.5% | -19.8% | +75.3% | +64.8% |
| 1Y | +69.5% | -1.5% | +71.1% | +64.0% |
| All | +479.6% | +123.4% | +356.2% | +381.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling