+72.2%
SMTC vs HIG
+12.7%
+59.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.4% | -15.3% | -10.5% |
| 7D | -24.5% | +6.2% | -30.7% | -19.4% |
| 30D | -42.5% | +9.4% | -51.9% | -37.0% |
| 3M | -14.1% | -2.3% | -11.7% | -13.3% |
| 6M | +3.6% | +4.2% | -0.6% | +9.9% |
| YTD | +50.6% | +1.6% | +49.0% | +59.7% |
| 1Y | +72.2% | +9.9% | +62.4% | +86.7% |
| All | +72.2% | +12.7% | +59.5% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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