+107.0%
SMTC vs COMP
-47.7%
+154.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +9.1% |
| 7D | +12.7% | +1.4% | +11.4% | +12.4% |
| 30D | +22.0% | -13.3% | +35.3% | +24.9% |
| 3M | -12.7% | +41.1% | -53.8% | -19.8% |
| 6M | +64.8% | +17.2% | +47.6% | +55.4% |
| YTD | +100.7% | +5.2% | +95.5% | +92.1% |
| 1Y | +146.9% | +18.9% | +128.0% | +128.4% |
| 3Y | +456.8% | +215.9% | +240.9% | +306.3% |
| 5Y | +89.2% | -31.2% | +120.4% | +69.1% |
| All | +107.0% | -47.7% | +154.6% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling