+648.1%
SMTC vs AS
+120.4%
+527.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +7.8% |
| 7D | +12.7% | -4.9% | +17.6% | +15.0% |
| 30D | +22.0% | -19.6% | +41.6% | +32.4% |
| 3M | -12.7% | -14.4% | +1.7% | -8.6% |
| 6M | +64.8% | -20.1% | +84.9% | +77.2% |
| YTD | +100.7% | -20.9% | +121.6% | +115.4% |
| 1Y | +146.9% | -21.9% | +168.8% | +165.0% |
| All | +648.1% | +120.4% | +527.7% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling