+606.9%
SMTC vs M
+100.8%
+506.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.6% | +17.3% | +14.1% |
| 7D | -19.0% | -4.3% | -14.7% | -18.1% |
| 30D | -46.7% | +1.3% | -48.0% | -47.4% |
| 3M | -23.4% | -7.4% | -16.1% | -22.5% |
| 6M | -13.4% | +18.3% | -31.7% | -19.8% |
| YTD | +40.1% | +7.6% | +32.5% | +32.8% |
| 1Y | +47.7% | +17.4% | +30.3% | +35.2% |
| 3Y | +606.9% | +108.4% | +498.6% | +390.3% |
| All | +606.9% | +100.8% | +506.1% | +390.3% |
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