+376.1%
SMTC vs HAS
+106.0%
+270.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.5% | +9.5% |
| 7D | +12.9% | +2.0% | +10.8% | +12.1% |
| 30D | -25.6% | +30.9% | -56.5% | -35.2% |
| 3M | -4.5% | +28.8% | -33.3% | -16.7% |
| 6M | -8.3% | +32.3% | -40.6% | -22.1% |
| YTD | +69.9% | +54.7% | +15.2% | +32.3% |
| 1Y | +73.9% | +63.2% | +10.7% | +31.7% |
| 3Y | +757.7% | +220.7% | +537.0% | +363.5% |
| 5Y | +38.7% | +53.3% | -14.6% | +4.2% |
| 10Y | +376.1% | +104.2% | +271.9% | +209.3% |
| All | +376.1% | +106.0% | +270.1% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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