+44.4%
SMTC vs COMP
-52.0%
+96.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.7% | +2.0% | +10.6% |
| 7D | -19.0% | +13.4% | -32.4% | -21.0% |
| 30D | -46.7% | +11.1% | -57.8% | -48.1% |
| 3M | -23.4% | -18.8% | -4.6% | -20.9% |
| 6M | -13.4% | +10.5% | -23.9% | -17.1% |
| YTD | +40.1% | -3.4% | +43.5% | +35.7% |
| 1Y | +47.7% | +19.7% | +28.0% | +36.7% |
| 3Y | +606.9% | +381.6% | +225.3% | +382.6% |
| 5Y | +14.4% | -17.6% | +32.0% | -1.9% |
| All | +44.4% | -52.0% | +96.4% | +34.2% |
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