+146.9%
SMTC vs BG
+50.1%
+96.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.2% |
| 7D | +12.7% | +2.8% | +9.9% | +12.7% |
| 30D | +22.0% | +12.0% | +9.9% | +21.8% |
| 3M | -12.7% | -7.7% | -5.0% | -13.0% |
| 6M | +64.8% | +4.5% | +60.3% | +64.3% |
| YTD | +100.7% | +35.7% | +65.0% | +102.6% |
| 1Y | +146.9% | +50.1% | +96.8% | +146.6% |
| All | +146.9% | +50.1% | +96.8% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling