+114.0%
SMTC vs S
-72.3%
+186.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.3% | +12.2% | +10.6% |
| 7D | +22.9% | -5.8% | +28.8% | +25.0% |
| 30D | +16.6% | -9.2% | +25.8% | +18.8% |
| 3M | +2.4% | +23.4% | -21.0% | -5.7% |
| 6M | +98.3% | +36.9% | +61.3% | +75.4% |
| YTD | +120.7% | +29.5% | +91.1% | +96.9% |
| 1Y | +168.3% | +5.4% | +162.8% | +152.8% |
| 3Y | +571.7% | +14.7% | +557.0% | +508.8% |
| 5Y | +114.0% | -71.5% | +185.5% | +139.1% |
| All | +114.0% | -72.3% | +186.3% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling