+69.5%
SMTC vs LEN
-30.4%
+99.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +11.0% | -5.8% | +16.8% | +10.5% |
| 30D | -28.5% | +13.7% | -42.2% | -29.0% |
| 3M | -14.2% | -3.9% | -10.3% | -12.8% |
| 6M | -18.0% | -0.4% | -17.6% | -17.6% |
| YTD | +55.5% | -16.8% | +72.3% | +61.5% |
| 1Y | +69.5% | -29.5% | +99.0% | +76.2% |
| All | +69.5% | -30.4% | +99.9% | +76.2% |
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