+27.6%
SMTC vs MDY
+34.6%
-7.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -3.8% |
| 7D | +11.0% | +2.3% | +8.8% | +7.3% |
| 30D | -28.5% | +2.0% | -30.5% | -29.9% |
| 3M | -14.2% | -5.6% | -8.6% | -2.5% |
| 6M | -18.0% | +1.3% | -19.3% | -15.8% |
| YTD | +55.5% | +12.3% | +43.2% | +35.9% |
| 1Y | +69.5% | +15.8% | +53.8% | +41.2% |
| 3Y | +699.7% | +56.5% | +643.2% | +357.7% |
| All | +27.6% | +34.6% | -7.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling