+58.8%
SMTC vs COMP
-53.0%
+111.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.9% | -1.0% |
| 7D | -10.9% | +7.2% | -18.1% | -12.0% |
| 30D | -39.4% | +6.4% | -45.8% | -40.3% |
| 3M | -13.5% | -19.4% | +5.9% | -10.6% |
| 6M | -6.8% | +14.6% | -21.4% | -11.4% |
| YTD | +54.0% | -5.5% | +59.5% | +49.9% |
| 1Y | +50.8% | +13.7% | +37.1% | +41.1% |
| 3Y | +677.3% | +409.7% | +267.6% | +426.3% |
| 5Y | +28.7% | -17.0% | +45.8% | +10.4% |
| All | +58.8% | -53.0% | +111.8% | +48.3% |
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