+758.3%
SMTC vs RUN
-31.9%
+790.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.7% | +9.3% |
| 7D | +12.7% | +1.3% | +11.5% | +12.4% |
| 30D | +22.0% | -15.3% | +37.2% | +25.4% |
| 3M | -12.7% | -40.0% | +27.3% | -3.8% |
| 6M | +64.8% | -27.0% | +91.7% | +73.7% |
| YTD | +100.7% | -51.7% | +152.4% | +122.2% |
| 1Y | +146.9% | -45.9% | +192.8% | +163.7% |
| 3Y | +456.8% | -43.8% | +500.6% | +381.2% |
| 5Y | +89.2% | -80.5% | +169.7% | +84.8% |
| 10Y | +426.9% | +45.3% | +381.6% | +229.7% |
| All | +758.3% | -31.9% | +790.3% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling