+49,715.6%
SMTC vs M
+396.5%
+49,319.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +8.5% |
| 7D | +12.7% | +4.7% | +8.0% | +11.4% |
| 30D | +22.0% | -9.6% | +31.6% | +25.3% |
| 3M | -12.7% | +0.9% | -13.5% | -13.2% |
| 6M | +64.8% | +22.3% | +42.5% | +55.4% |
| YTD | +100.7% | +6.5% | +94.2% | +95.3% |
| 1Y | +146.9% | +38.8% | +108.1% | +122.2% |
| 3Y | +456.8% | +115.9% | +340.9% | +327.2% |
| 5Y | +89.2% | +28.6% | +60.6% | +57.6% |
| 10Y | +426.9% | -2.5% | +429.4% | +286.8% |
| All | +49,715.6% | +396.5% | +49,319.1% | +19,556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling