+119.0%
SMTC vs EXEL
+194.6%
-75.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +22.5% | -0.3% | +22.8% | +22.5% |
| 30D | +24.9% | +10.1% | +14.7% | +21.5% |
| 3M | +4.1% | +10.1% | -6.0% | +0.5% |
| 6M | +92.6% | +37.7% | +54.9% | +73.7% |
| YTD | +122.5% | +33.1% | +89.4% | +102.1% |
| 1Y | +166.2% | +52.4% | +113.8% | +131.7% |
| 3Y | +577.2% | +163.8% | +413.3% | +388.2% |
| 5Y | +119.0% | +198.5% | -79.5% | +40.6% |
| All | +119.0% | +194.6% | -75.6% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling