+1,072.5%
SMTC vs BR
+1,286.0%
-213.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.5% | +12.4% | +11.3% |
| 7D | +22.9% | -5.9% | +28.9% | +26.6% |
| 30D | +16.6% | +1.9% | +14.7% | +13.9% |
| 3M | +2.4% | +14.7% | -12.2% | -8.2% |
| 6M | +98.3% | -12.8% | +111.0% | +105.4% |
| YTD | +120.7% | -23.0% | +143.7% | +143.3% |
| 1Y | +168.3% | -31.7% | +199.9% | +216.6% |
| 3Y | +571.7% | -4.8% | +576.5% | +547.3% |
| 5Y | +114.0% | +7.8% | +106.2% | +88.5% |
| 10Y | +497.0% | +184.1% | +312.9% | +208.5% |
| All | +1,072.5% | +1,286.0% | -213.5% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling