+34,665.5%
SMTC vs M
+401.4%
+34,264.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.6% | +17.3% | +14.0% |
| 7D | -19.0% | -4.3% | -14.7% | -18.3% |
| 30D | -46.7% | +1.3% | -48.0% | -47.4% |
| 3M | -23.4% | -7.4% | -16.1% | -22.8% |
| 6M | -13.4% | +18.3% | -31.7% | -18.7% |
| YTD | +40.1% | +7.6% | +32.5% | +34.3% |
| 1Y | +47.7% | +17.4% | +30.3% | +37.9% |
| 3Y | +606.9% | +108.4% | +498.6% | +440.7% |
| 5Y | +14.4% | -10.6% | +25.0% | +4.6% |
| 10Y | +322.5% | -3.2% | +325.6% | +207.5% |
| All | +34,665.5% | +401.4% | +34,264.0% | +13,419.0% |
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