+146.9%
SMTC vs S
+10.1%
+136.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.8% | +9.2% |
| 7D | +12.7% | -7.7% | +20.4% | +13.5% |
| 30D | +22.0% | -5.3% | +27.3% | +21.9% |
| 3M | -12.7% | +20.3% | -32.9% | -15.3% |
| 6M | +64.8% | +47.4% | +17.4% | +53.9% |
| YTD | +100.7% | +32.5% | +68.2% | +88.8% |
| 1Y | +146.9% | +9.5% | +137.4% | +131.9% |
| All | +146.9% | +10.1% | +136.7% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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