+773.8%
SMTC vs LEN
-23.4%
+797.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.4% |
| 7D | +12.9% | -6.4% | +19.2% | +14.6% |
| 30D | -25.6% | +15.6% | -41.2% | -29.7% |
| 3M | -4.5% | -0.8% | -3.8% | -5.6% |
| 6M | -8.3% | +0.4% | -8.7% | -10.4% |
| YTD | +69.9% | -14.1% | +84.1% | +75.1% |
| 1Y | +73.9% | -29.6% | +103.6% | +94.3% |
| All | +773.8% | -23.4% | +797.3% | +596.1% |
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