+27.6%
SMTC vs RUN
-85.3%
+112.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.3% |
| 7D | +11.0% | -13.5% | +24.6% | +13.9% |
| 30D | -28.5% | +18.3% | -46.8% | -31.7% |
| 3M | -14.2% | -12.5% | -1.7% | -13.2% |
| 6M | -18.0% | -40.3% | +22.3% | -11.2% |
| YTD | +55.5% | -53.1% | +108.6% | +70.2% |
| 1Y | +69.5% | -54.3% | +123.8% | +86.1% |
| 3Y | +699.7% | -6.5% | +706.2% | +494.8% |
| All | +27.6% | -85.3% | +112.9% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling