+699.7%
SMTC vs REPL
+97.7%
+601.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | +11.0% | +1.2% | +9.8% | +11.0% |
| 30D | -28.5% | +92.2% | -120.7% | -29.5% |
| 3M | -14.2% | +44.1% | -58.3% | -15.0% |
| 6M | -18.0% | +313.0% | -331.0% | -21.2% |
| YTD | +55.5% | +125.2% | -69.7% | +50.0% |
| 1Y | +69.5% | +143.8% | -74.2% | +62.9% |
| 3Y | +699.7% | +104.2% | +595.5% | +613.8% |
| All | +699.7% | +97.7% | +601.9% | +613.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling