+499.6%
SMTC vs EXEL
+386.3%
+113.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | +17.5% | -2.9% | +20.4% | +18.3% |
| 30D | +21.3% | +11.9% | +9.4% | +17.7% |
| 3M | +3.1% | +9.2% | -6.1% | 0.0% |
| 6M | +81.7% | +39.1% | +42.6% | +64.9% |
| YTD | +115.9% | +31.0% | +84.9% | +98.5% |
| 1Y | +157.8% | +52.3% | +105.5% | +127.1% |
| 3Y | +557.3% | +159.7% | +397.5% | +391.0% |
| 5Y | +114.7% | +187.7% | -73.1% | +53.0% |
| All | +499.6% | +386.3% | +113.3% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling