+50.0%
SMTC vs S
-52.7%
+102.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.6% | +11.1% | +12.3% |
| 7D | -19.0% | -13.4% | -5.5% | -15.5% |
| 30D | -46.7% | -14.0% | -32.8% | -44.4% |
| 3M | -23.4% | +4.9% | -28.3% | -25.7% |
| 6M | -13.4% | +42.0% | -55.4% | -23.8% |
| YTD | +40.1% | +45.1% | -5.1% | +20.9% |
| 1Y | +47.7% | +33.1% | +14.6% | +30.1% |
| 3Y | +606.9% | +40.6% | +566.3% | +506.8% |
| 5Y | +14.4% | -67.5% | +81.8% | +18.0% |
| All | +50.0% | -52.7% | +102.7% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling