+50.8%
SMTC vs M
+26.3%
+24.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -10.9% | +5.0% | -16.0% | -11.5% |
| 30D | -39.4% | +10.6% | -50.0% | -40.6% |
| 3M | -13.5% | +1.6% | -15.1% | -13.5% |
| 6M | -6.8% | +30.8% | -37.7% | -13.7% |
| YTD | +54.0% | +16.9% | +37.1% | +40.8% |
| 1Y | +50.8% | +26.3% | +24.5% | +34.0% |
| All | +50.8% | +26.3% | +24.5% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling