+27.6%
SMTC vs COMP
-10.9%
+38.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.4% |
| 7D | +11.0% | 0.0% | +11.0% | +11.1% |
| 30D | -28.5% | +16.6% | -45.0% | -30.9% |
| 3M | -14.2% | -23.5% | +9.3% | -10.2% |
| 6M | -18.0% | +25.7% | -43.7% | -23.5% |
| YTD | +55.5% | -3.4% | +58.9% | +50.7% |
| 1Y | +69.5% | +7.6% | +61.9% | +60.6% |
| 3Y | +699.7% | +423.6% | +276.1% | +437.4% |
| All | +27.6% | -10.9% | +38.5% | +10.4% |
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