+48,322.4%
SMTC vs SAN
+1,787.7%
+46,534.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | -10.9% | +10.8% | -21.7% | -14.9% |
| 30D | -39.4% | -5.7% | -33.7% | -38.2% |
| 3M | -13.5% | -13.4% | -0.1% | -8.9% |
| 6M | -6.8% | +3.5% | -10.4% | -8.7% |
| YTD | +54.0% | +9.7% | +44.3% | +46.5% |
| 1Y | +50.8% | +20.9% | +29.9% | +37.9% |
| 3Y | +677.3% | +254.3% | +423.0% | +360.6% |
| 5Y | +28.7% | +304.2% | -275.5% | -29.4% |
| 10Y | +339.9% | +260.2% | +79.7% | +140.0% |
| All | +48,322.4% | +1,787.7% | +46,534.6% | +13,898.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling