+72.2%
SMTC vs RUN
-53.7%
+126.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.3% | -14.2% | -13.1% |
| 7D | -24.5% | +18.5% | -43.0% | -27.0% |
| 30D | -42.5% | +15.5% | -58.0% | -44.2% |
| 3M | -14.1% | -20.3% | +6.2% | -10.6% |
| 6M | +3.6% | -30.8% | +34.4% | +10.7% |
| YTD | +50.6% | -52.2% | +102.8% | +60.8% |
| 1Y | +72.2% | -53.9% | +126.1% | +83.3% |
| All | +72.2% | -53.7% | +126.0% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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