+146.9%
SMTC vs REPL
+161.1%
-14.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.9% | +9.2% |
| 7D | +12.7% | -3.0% | +15.7% | +12.7% |
| 30D | +22.0% | +27.1% | -5.2% | +22.1% |
| 3M | -12.7% | +52.4% | -65.1% | -12.8% |
| 6M | +64.8% | +107.4% | -42.7% | +70.9% |
| YTD | +100.7% | +54.7% | +46.0% | +109.1% |
| 1Y | +146.9% | +158.9% | -12.0% | +153.9% |
| All | +146.9% | +161.1% | -14.2% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling