+218.9%
SMTC vs REPL
-7.7%
+226.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +10.1% |
| 7D | +22.9% | -5.7% | +28.7% | +23.4% |
| 30D | +16.6% | +22.5% | -5.8% | +14.9% |
| 3M | +2.4% | +64.7% | -62.2% | -3.6% |
| 6M | +98.3% | +83.0% | +15.2% | +73.1% |
| YTD | +120.7% | +52.0% | +68.7% | +94.9% |
| 1Y | +168.3% | +144.5% | +23.7% | +115.5% |
| 3Y | +571.7% | -25.1% | +596.8% | +409.3% |
| 5Y | +114.0% | -52.9% | +166.9% | +67.7% |
| All | +218.9% | -7.7% | +226.6% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling