+114.0%
SMTC vs SAN
+381.9%
-267.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.4% | +10.2% |
| 7D | +22.9% | +3.3% | +19.6% | +20.6% |
| 30D | +16.6% | +1.1% | +15.6% | +15.9% |
| 3M | +2.4% | +22.2% | -19.8% | -8.4% |
| 6M | +98.3% | +36.0% | +62.3% | +67.2% |
| YTD | +120.7% | +28.2% | +92.4% | +90.0% |
| 1Y | +168.3% | +54.1% | +114.1% | +109.0% |
| 3Y | +571.7% | +354.2% | +217.5% | +204.2% |
| 5Y | +114.0% | +387.3% | -273.3% | -12.2% |
| All | +114.0% | +381.9% | -267.9% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling