+351.4%
SMTC vs AVAV
+423.1%
-71.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +12.6% | +0.2% | +9.2% |
| 7D | -4.8% | +3.2% | -8.0% | -5.0% |
| 30D | -37.8% | -7.4% | -30.4% | -36.1% |
| 3M | -16.5% | -32.0% | +15.5% | -7.2% |
| 6M | -4.4% | -24.6% | +20.2% | +1.3% |
| YTD | +58.0% | -47.5% | +105.5% | +76.1% |
| 1Y | +62.0% | -61.5% | +123.5% | +97.9% |
| 3Y | +745.7% | +5.5% | +740.2% | +621.2% |
| 5Y | +29.0% | +35.7% | -6.7% | -4.3% |
| 10Y | +351.4% | +379.1% | -27.7% | +129.9% |
| All | +351.4% | +423.1% | -71.8% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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