+190.0%
SMTC vs REPL
-6.0%
+196.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.9% | +9.3% |
| 7D | +12.7% | -3.0% | +15.7% | +12.9% |
| 30D | +22.0% | +27.1% | -5.2% | +19.9% |
| 3M | -12.7% | +52.4% | -65.1% | -17.3% |
| 6M | +64.8% | +107.4% | -42.7% | +42.0% |
| YTD | +100.7% | +54.7% | +46.0% | +77.1% |
| 1Y | +146.9% | +158.9% | -12.0% | +97.1% |
| 3Y | +456.8% | -23.7% | +480.5% | +321.8% |
| 5Y | +89.2% | -54.3% | +143.6% | +49.2% |
| All | +190.0% | -6.0% | +196.0% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling