+601.8%
SMTC vs LEN
-26.2%
+628.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +22.5% | -3.4% | +25.9% | +23.8% |
| 30D | +24.9% | -5.7% | +30.5% | +26.9% |
| 3M | +4.1% | -12.2% | +16.3% | +8.4% |
| 6M | +92.6% | -18.3% | +110.8% | +106.4% |
| YTD | +122.5% | -20.2% | +142.7% | +138.5% |
| 1Y | +166.2% | -40.1% | +206.3% | +224.2% |
| All | +601.8% | -26.2% | +628.0% | +496.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling