+132.0%
SMTC vs Q
+78.4%
+53.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.6% |
| 7D | +22.5% | +6.6% | +15.9% | +16.8% |
| 30D | +24.9% | -6.6% | +31.4% | +32.2% |
| 3M | +4.1% | -13.2% | +17.3% | +18.7% |
| 6M | +92.6% | +9.9% | +82.6% | +91.7% |
| YTD | +122.5% | +53.9% | +68.5% | +85.4% |
| All | +132.0% | +78.4% | +53.6% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling