+63.0%
SMTC vs COMP
-49.2%
+112.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.7% | +7.1% | +11.7% |
| 7D | -4.8% | +14.5% | -19.4% | -7.2% |
| 30D | -37.8% | +14.9% | -52.7% | -39.7% |
| 3M | -16.5% | -14.2% | -2.2% | -14.6% |
| 6M | -4.4% | +23.7% | -28.1% | -10.4% |
| YTD | +58.0% | +2.1% | +55.9% | +51.5% |
| 1Y | +62.0% | +26.2% | +35.8% | +48.5% |
| 3Y | +745.7% | +470.9% | +274.8% | +460.6% |
| 5Y | +29.0% | -14.0% | +43.1% | +9.8% |
| All | +63.0% | -49.2% | +112.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling