+601.8%
SMTC vs HIG
+101.4%
+500.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +22.5% | -0.5% | +23.0% | +22.5% |
| 30D | +24.9% | -2.8% | +27.7% | +25.2% |
| 3M | +4.1% | +6.3% | -2.3% | +2.0% |
| 6M | +92.6% | -0.1% | +92.7% | +91.9% |
| YTD | +122.5% | +0.4% | +122.0% | +121.1% |
| 1Y | +166.2% | +6.2% | +160.0% | +158.9% |
| All | +601.8% | +101.4% | +500.4% | +438.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling