+146.9%
SMTC vs EXEL
+59.2%
+87.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.3% |
| 7D | +12.7% | +8.4% | +4.4% | +11.3% |
| 30D | +22.0% | +4.1% | +17.9% | +20.9% |
| 3M | -12.7% | +12.4% | -25.1% | -15.4% |
| 6M | +64.8% | +41.5% | +23.2% | +48.1% |
| YTD | +100.7% | +34.6% | +66.1% | +82.0% |
| 1Y | +146.9% | +57.9% | +89.0% | +114.3% |
| All | +146.9% | +59.2% | +87.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling