+340.7%
SMTC vs LEN
+136.9%
+203.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +11.0% | -5.8% | +16.8% | +13.7% |
| 30D | -28.5% | +13.7% | -42.2% | -33.5% |
| 3M | -14.2% | -3.9% | -10.3% | -15.3% |
| 6M | -18.0% | -0.4% | -17.6% | -21.0% |
| YTD | +55.5% | -16.8% | +72.3% | +60.4% |
| 1Y | +69.5% | -29.5% | +99.0% | +86.5% |
| 3Y | +699.7% | -25.6% | +725.2% | +734.9% |
| 5Y | +27.4% | -13.2% | +40.6% | +21.8% |
| All | +340.7% | +136.9% | +203.8% | +183.6% |
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