+65.0%
SMTC vs S
-49.1%
+114.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | -10.9% | +1.4% | -12.3% | -10.9% |
| 30D | -39.4% | -10.8% | -28.6% | -37.3% |
| 3M | -13.5% | +5.4% | -18.9% | -16.0% |
| 6M | -6.8% | +41.2% | -48.1% | -17.6% |
| YTD | +54.0% | +56.2% | -2.2% | +30.4% |
| 1Y | +50.8% | +36.3% | +14.5% | +32.2% |
| 3Y | +677.3% | +49.4% | +627.9% | +556.5% |
| 5Y | +28.7% | -66.9% | +95.6% | +30.7% |
| All | +65.0% | -49.1% | +114.0% | +64.2% |
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