+483.2%
SMTC vs AVAV
+48.2%
+434.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +11.0% | +9.6% |
| 7D | +12.7% | -2.2% | +15.0% | +13.3% |
| 30D | +22.0% | -13.9% | +35.9% | +26.0% |
| 3M | -12.7% | -29.2% | +16.6% | -6.7% |
| 6M | +64.8% | -36.1% | +100.9% | +78.3% |
| YTD | +100.7% | -40.2% | +140.9% | +111.5% |
| 1Y | +146.9% | -36.2% | +183.1% | +151.1% |
| All | +483.2% | +48.2% | +434.9% | +398.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling