+168.3%
SMTC vs M
+31.9%
+136.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.6% | +12.6% | +10.7% |
| 7D | +22.9% | +2.4% | +20.6% | +22.0% |
| 30D | +16.6% | -11.6% | +28.3% | +21.0% |
| 3M | +2.4% | +1.6% | +0.8% | +0.8% |
| 6M | +98.3% | +25.2% | +73.1% | +85.9% |
| YTD | +120.7% | +3.8% | +116.9% | +110.9% |
| 1Y | +168.3% | +36.3% | +131.9% | +136.8% |
| All | +168.3% | +31.9% | +136.3% | +136.8% |
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