+28.7%
SMTC vs RACE
+69.7%
-40.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.1% |
| 7D | -10.9% | +0.2% | -11.2% | -11.2% |
| 30D | -39.4% | +6.6% | -46.0% | -41.9% |
| 3M | -13.5% | +2.2% | -15.7% | -15.6% |
| 6M | -6.8% | +22.4% | -29.2% | -19.8% |
| YTD | +54.0% | +13.8% | +40.2% | +37.1% |
| 1Y | +50.8% | +2.2% | +48.6% | +44.1% |
| 3Y | +677.3% | +25.6% | +651.7% | +493.9% |
| 5Y | +28.7% | +71.0% | -42.3% | -22.3% |
| All | +28.7% | +69.7% | -40.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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