+14.4%
SMTC vs SAN
+271.8%
-257.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.2% | +15.0% | +13.9% |
| 7D | -19.0% | +4.9% | -23.9% | -21.8% |
| 30D | -46.7% | -13.0% | -33.7% | -42.9% |
| 3M | -23.4% | -18.9% | -4.6% | -15.0% |
| 6M | -13.4% | -4.1% | -9.3% | -12.5% |
| YTD | +40.1% | +2.6% | +37.5% | +34.7% |
| 1Y | +47.7% | +16.9% | +30.7% | +31.9% |
| 3Y | +606.9% | +239.1% | +367.9% | +263.6% |
| All | +14.4% | +271.8% | -257.4% | -43.8% |
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