-13.4%
SMTC vs M
+19.3%
-32.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.6% | +17.3% | +12.9% |
| 7D | -19.0% | -4.3% | -14.7% | -18.1% |
| 30D | -46.7% | +1.3% | -48.0% | -46.6% |
| 3M | -23.4% | -7.4% | -16.1% | -21.2% |
| 6M | -13.4% | +18.3% | -31.7% | -20.1% |
| All | -13.4% | +19.3% | -32.7% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling