+66.6%
SMTC vs S
+29.4%
+37.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.3% | +1.6% | -3.7% |
| 7D | +30.5% | +4.1% | +26.4% | +30.1% |
| 30D | -30.9% | -7.2% | -23.7% | -30.3% |
| 3M | -14.7% | 0.0% | -14.6% | -13.1% |
| 6M | -9.6% | +41.6% | -51.2% | -12.0% |
| YTD | +62.1% | +48.6% | +13.5% | +52.7% |
| 1Y | +66.6% | +30.0% | +36.5% | +57.9% |
| All | +66.6% | +29.4% | +37.1% | +57.9% |
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