+499.6%
SMTC vs LEN
+103.6%
+396.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -1.5% |
| 7D | +17.5% | -7.8% | +25.3% | +21.2% |
| 30D | +21.3% | -11.0% | +32.3% | +26.5% |
| 3M | +3.1% | -12.8% | +15.9% | +7.6% |
| 6M | +81.7% | -20.2% | +101.9% | +96.7% |
| YTD | +115.9% | -23.0% | +139.0% | +135.5% |
| 1Y | +157.8% | -41.8% | +199.6% | +213.5% |
| 3Y | +557.3% | -28.8% | +586.1% | +616.6% |
| 5Y | +114.7% | -12.6% | +127.3% | +110.3% |
| All | +499.6% | +103.6% | +396.0% | +322.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling