+25.7%
SMTC vs COMP
-16.5%
+42.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 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% | +41.0% |
| 3Y | +677.3% | +409.7% | +267.6% | +425.0% |
| All | +25.7% | -16.5% | +42.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling