+72.2%
SMTC vs BR
-14.2%
+86.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.0% | -15.9% | -10.0% |
| 7D | -24.5% | +7.0% | -31.5% | -19.1% |
| 30D | -42.5% | +19.0% | -61.4% | -31.9% |
| 3M | -14.1% | +13.1% | -27.2% | -1.0% |
| 6M | +3.6% | +24.6% | -21.0% | +32.1% |
| YTD | +50.6% | -13.6% | +64.2% | +76.1% |
| 1Y | +72.2% | -13.1% | +85.4% | +106.1% |
| All | +72.2% | -14.2% | +86.5% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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