+530.1%
SMTC vs INDA
+84.7%
+445.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.3% |
| 7D | +13.1% | -2.7% | +15.8% | +15.7% |
| 30D | +19.5% | -2.8% | +22.2% | +22.2% |
| 3M | +2.2% | +1.6% | +0.6% | +0.8% |
| 6M | +94.9% | -1.4% | +96.3% | +98.4% |
| YTD | +127.0% | -10.1% | +137.1% | +150.1% |
| 1Y | +174.6% | -8.8% | +183.3% | +198.4% |
| 3Y | +615.9% | +7.6% | +608.3% | +584.3% |
| 5Y | +125.6% | +5.8% | +119.8% | +119.6% |
| All | +530.1% | +84.7% | +445.4% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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