+67.1%
SMTC vs COMP
-52.8%
+119.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.2% |
| 7D | +30.5% | +8.9% | +21.6% | +28.6% |
| 30D | -30.9% | +14.0% | -44.8% | -32.9% |
| 3M | -14.7% | -21.1% | +6.4% | -11.3% |
| 6M | -9.6% | +20.1% | -29.7% | -14.8% |
| YTD | +62.1% | -5.0% | +67.1% | +57.7% |
| 1Y | +66.6% | +5.7% | +60.9% | +58.5% |
| 3Y | +718.1% | +412.2% | +305.8% | +453.7% |
| 5Y | +32.8% | -12.1% | +44.9% | +12.8% |
| All | +67.1% | -52.8% | +119.9% | +56.0% |
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