+483.2%
SMTC vs COMP
+215.9%
+267.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +9.1% |
| 7D | +12.7% | +1.4% | +11.4% | +12.3% |
| 30D | +22.0% | -13.3% | +35.3% | +25.8% |
| 3M | -12.7% | +41.1% | -53.8% | -22.2% |
| 6M | +64.8% | +17.2% | +47.6% | +52.0% |
| YTD | +100.7% | +5.2% | +95.5% | +88.8% |
| 1Y | +146.9% | +18.9% | +128.0% | +121.4% |
| All | +483.2% | +215.9% | +267.3% | +231.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling