+340.7%
SMTC vs SAN
+270.1%
+70.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.4% |
| 7D | +11.0% | +4.0% | +7.0% | +8.9% |
| 30D | -28.5% | -7.8% | -20.7% | -25.8% |
| 3M | -14.2% | -16.4% | +2.1% | -6.4% |
| 6M | -18.0% | +3.5% | -21.5% | -20.3% |
| YTD | +55.5% | +6.7% | +48.8% | +47.1% |
| 1Y | +69.5% | +14.5% | +55.0% | +54.3% |
| 3Y | +699.7% | +243.5% | +456.1% | +304.4% |
| 5Y | +27.4% | +296.2% | -268.8% | -42.5% |
| All | +340.7% | +270.1% | +70.6% | +104.3% |
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