+359.4%
SMTC vs EXEL
+325.9%
+33.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | +30.5% | +1.6% | +28.8% | +30.1% |
| 30D | -30.9% | +17.4% | -48.2% | -33.7% |
| 3M | -14.7% | +38.6% | -53.3% | -21.9% |
| 6M | -9.6% | +41.2% | -50.8% | -18.4% |
| YTD | +62.1% | +59.3% | +2.7% | +40.8% |
| 1Y | +66.6% | +60.2% | +6.4% | +44.5% |
| 3Y | +718.1% | +232.6% | +485.5% | +461.1% |
| 5Y | +32.8% | +285.9% | -253.1% | -14.1% |
| All | +359.4% | +325.9% | +33.5% | +176.5% |
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