+497.0%
SMTC vs M
-6.4%
+503.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.6% | +12.6% | +10.6% |
| 7D | +22.9% | +2.4% | +20.6% | +22.2% |
| 30D | +16.6% | -11.6% | +28.3% | +20.1% |
| 3M | +2.4% | +1.6% | +0.8% | +1.5% |
| 6M | +98.3% | +25.2% | +73.1% | +87.0% |
| YTD | +120.7% | +3.8% | +116.9% | +116.7% |
| 1Y | +168.3% | +36.3% | +131.9% | +145.4% |
| 3Y | +571.7% | +116.3% | +455.4% | +434.0% |
| 5Y | +114.0% | +28.2% | +85.8% | +84.0% |
| 10Y | +497.0% | -3.4% | +500.4% | +368.6% |
| All | +497.0% | -6.4% | +503.3% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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