+114.7%
SMTC vs BR
+7.7%
+107.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +17.5% | -6.0% | +23.5% | +19.8% |
| 30D | +21.3% | -0.9% | +22.2% | +20.6% |
| 3M | +3.1% | +16.4% | -13.2% | -5.5% |
| 6M | +81.7% | -8.2% | +89.9% | +88.3% |
| YTD | +115.9% | -23.2% | +139.2% | +147.8% |
| 1Y | +157.8% | -30.9% | +188.8% | +217.3% |
| 3Y | +557.3% | -5.0% | +562.3% | +541.7% |
| 5Y | +114.7% | +8.8% | +105.9% | +76.0% |
| All | +114.7% | +7.7% | +107.0% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling