+436.6%
SMTC vs HAS
+56.8%
+379.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +9.5% |
| 7D | +12.7% | -1.8% | +14.6% | +13.7% |
| 30D | +22.0% | +2.3% | +19.7% | +20.3% |
| 3M | -12.7% | +10.4% | -23.0% | -17.6% |
| 6M | +64.8% | -3.2% | +68.0% | +64.6% |
| YTD | +100.7% | +15.4% | +85.3% | +82.3% |
| 1Y | +146.9% | +18.8% | +128.1% | +120.7% |
| 3Y | +456.8% | +43.9% | +412.9% | +344.4% |
| 5Y | +89.2% | +13.9% | +75.3% | +65.9% |
| All | +436.6% | +56.8% | +379.8% | +321.3% |
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