+709.5%
SMTC vs AVAV
+351.0%
+358.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.5% | +2.3% | +10.0% |
| 7D | -19.0% | -10.6% | -8.4% | -16.0% |
| 30D | -46.7% | -18.8% | -27.9% | -43.4% |
| 3M | -23.4% | -34.1% | +10.7% | -14.8% |
| 6M | -13.4% | -35.3% | +21.9% | -4.9% |
| YTD | +40.1% | -53.4% | +93.4% | +60.3% |
| 1Y | +47.7% | -65.6% | +113.3% | +83.2% |
| 3Y | +606.9% | -5.1% | +612.0% | +539.0% |
| 5Y | +14.4% | +18.5% | -4.1% | -7.7% |
| 10Y | +322.5% | +369.8% | -47.4% | +130.0% |
| All | +709.5% | +351.0% | +358.5% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling