+527.9%
SMTC vs SAN
+329.5%
+198.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | +22.5% | -0.5% | +23.0% | +22.7% |
| 30D | +24.9% | -0.1% | +25.0% | +24.9% |
| 3M | +4.1% | +19.6% | -15.6% | -5.6% |
| 6M | +92.6% | +32.7% | +59.9% | +65.1% |
| YTD | +122.5% | +26.7% | +95.8% | +93.7% |
| 1Y | +166.2% | +51.6% | +114.6% | +110.5% |
| 3Y | +577.2% | +348.7% | +228.4% | +202.0% |
| 5Y | +119.0% | +378.7% | -259.8% | -9.7% |
| 10Y | +527.9% | +336.9% | +190.9% | +155.5% |
| All | +527.9% | +329.5% | +198.3% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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