+119.0%
SMTC vs RUN
-80.3%
+199.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.7% |
| 7D | +22.5% | -1.8% | +24.3% | +22.9% |
| 30D | +24.9% | -10.8% | +35.7% | +27.5% |
| 3M | +4.1% | -30.2% | +34.2% | +11.1% |
| 6M | +92.6% | -22.3% | +114.9% | +100.5% |
| YTD | +122.5% | -52.2% | +174.6% | +145.9% |
| 1Y | +166.2% | -45.1% | +211.3% | +183.4% |
| 3Y | +577.2% | -37.1% | +614.3% | +460.7% |
| 5Y | +119.0% | -80.3% | +199.2% | +116.7% |
| All | +119.0% | -80.3% | +199.2% | +116.7% |
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