+530.1%
SMTC vs HIG
+313.7%
+216.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +13.1% | -1.5% | +14.5% | +13.7% |
| 30D | +19.5% | -0.4% | +19.8% | +19.3% |
| 3M | +2.2% | +6.7% | -4.4% | -1.9% |
| 6M | +94.9% | +2.0% | +92.9% | +89.6% |
| YTD | +127.0% | +0.3% | +126.7% | +122.2% |
| 1Y | +174.6% | +4.2% | +170.4% | +163.0% |
| 3Y | +615.9% | +102.2% | +513.7% | +389.7% |
| 5Y | +125.6% | +118.5% | +7.1% | +47.6% |
| All | +530.1% | +313.7% | +216.5% | +211.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling