+277.6%
SMTC vs INDA
+121.8%
+155.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | +11.0% | +1.1% | +9.9% | +10.2% |
| 30D | -28.5% | +9.4% | -37.9% | -33.5% |
| 3M | -14.2% | +2.9% | -17.2% | -16.6% |
| 6M | -18.0% | +7.2% | -25.2% | -22.4% |
| YTD | +55.5% | -4.8% | +60.3% | +60.9% |
| 1Y | +69.5% | -5.1% | +74.6% | +75.9% |
| 3Y | +699.7% | +16.7% | +683.0% | +624.0% |
| 5Y | +27.4% | +8.8% | +18.6% | +21.8% |
| 10Y | +335.7% | +116.2% | +219.5% | +176.7% |
| All | +277.6% | +121.8% | +155.8% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling