+527.0%
SMTC vs COMP
+309.8%
+217.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -8.2% | -9.3% | -15.6% |
| 7D | -35.0% | -1.8% | -33.2% | -34.7% |
| 30D | -53.6% | -0.8% | -52.8% | -53.8% |
| 3M | -24.5% | -28.1% | +3.6% | -19.2% |
| 6M | -19.0% | +27.0% | -46.0% | -27.4% |
| YTD | +24.2% | -12.8% | +37.0% | +21.6% |
| 1Y | +35.6% | +4.9% | +30.7% | +25.8% |
| All | +527.0% | +309.8% | +217.2% | +245.6% |
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