+351.4%
SMTC vs HAS
+106.1%
+245.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.7% | +11.1% | +12.0% |
| 7D | -4.8% | +2.2% | -7.0% | -5.8% |
| 30D | -37.8% | +29.6% | -67.4% | -45.7% |
| 3M | -16.5% | +30.3% | -46.7% | -27.7% |
| 6M | -4.4% | +25.6% | -30.0% | -16.9% |
| YTD | +58.0% | +50.8% | +7.2% | +24.4% |
| 1Y | +62.0% | +63.0% | -1.0% | +22.6% |
| 3Y | +745.7% | +211.6% | +534.1% | +362.9% |
| 5Y | +29.0% | +50.4% | -21.4% | -2.3% |
| 10Y | +351.4% | +101.9% | +249.5% | +197.8% |
| All | +351.4% | +106.1% | +245.3% | +197.8% |
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