+74.6%
SMTC vs EXEL
+64.5%
+10.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.2% | +10.3% |
| 7D | +12.9% | -2.8% | +15.7% | +13.3% |
| 30D | -25.6% | +18.2% | -43.8% | -26.0% |
| 3M | -4.5% | +37.7% | -42.3% | -7.2% |
| 6M | -8.3% | +42.2% | -50.5% | -13.6% |
| YTD | +69.9% | +61.3% | +8.6% | +50.3% |
| All | +74.6% | +64.5% | +10.1% | +53.2% |
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