+146.9%
SMTC vs CAPR
+48.7%
+98.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +9.2% |
| 7D | +12.7% | -2.0% | +14.7% | +12.8% |
| 30D | +22.0% | +139.2% | -117.2% | +21.3% |
| 3M | -12.7% | -66.4% | +53.7% | -12.7% |
| 6M | +64.8% | -63.1% | +127.9% | +64.8% |
| YTD | +100.7% | -67.4% | +168.1% | +100.6% |
| 1Y | +146.9% | +58.2% | +88.6% | +159.5% |
| All | +146.9% | +48.7% | +98.2% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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