+72.2%
SMTC vs LEN
-21.9%
+94.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.1% | -20.0% | -12.3% |
| 7D | -24.5% | +10.5% | -35.0% | -24.0% |
| 30D | -42.5% | +24.6% | -67.1% | -42.4% |
| 3M | -14.1% | +6.6% | -20.7% | -12.3% |
| 6M | +3.6% | +10.6% | -7.0% | +4.4% |
| YTD | +50.6% | -8.3% | +58.9% | +57.5% |
| 1Y | +72.2% | -22.5% | +94.8% | +78.2% |
| All | +72.2% | -21.9% | +94.1% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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