+483.2%
SMTC vs M
+117.7%
+365.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +8.3% |
| 7D | +12.7% | +4.7% | +8.0% | +11.0% |
| 30D | +22.0% | -9.6% | +31.6% | +26.3% |
| 3M | -12.7% | +0.9% | -13.5% | -13.5% |
| 6M | +64.8% | +22.3% | +42.5% | +52.7% |
| YTD | +100.7% | +6.5% | +94.2% | +93.1% |
| 1Y | +146.9% | +38.8% | +108.1% | +113.9% |
| All | +483.2% | +117.7% | +365.5% | +245.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling