+157.8%
SMTC vs RUN
-46.7%
+204.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.5% |
| 7D | +17.5% | -3.4% | +20.9% | +18.4% |
| 30D | +21.3% | -14.0% | +35.3% | +24.9% |
| 3M | +3.1% | -27.5% | +30.6% | +9.7% |
| 6M | +81.7% | -29.0% | +110.7% | +93.8% |
| YTD | +115.9% | -53.1% | +169.0% | +133.4% |
| 1Y | +157.8% | -46.7% | +204.6% | +178.5% |
| All | +157.8% | -46.7% | +204.6% | +178.5% |
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