+138.3%
SMTC vs S
-57.7%
+196.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +22.5% | -1.2% | +23.7% | +22.8% |
| 30D | +24.9% | -12.6% | +37.4% | +28.6% |
| 3M | +4.1% | +27.6% | -23.5% | -4.7% |
| 6M | +92.6% | +35.5% | +57.1% | +71.8% |
| YTD | +122.5% | +29.6% | +92.9% | +99.6% |
| 1Y | +166.2% | +8.1% | +158.1% | +149.8% |
| 3Y | +577.2% | +14.8% | +562.4% | +518.0% |
| 5Y | +119.0% | -70.6% | +189.5% | +134.7% |
| All | +138.3% | -57.7% | +196.0% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling