+32.8%
SMTC vs SGI
+45.7%
-12.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.6% | -3.2% |
| 7D | +30.5% | -10.7% | +41.2% | +37.4% |
| 30D | -30.9% | -3.6% | -27.3% | -31.1% |
| 3M | -14.7% | -5.4% | -9.3% | -15.1% |
| 6M | -9.6% | -7.0% | -2.5% | -10.4% |
| YTD | +62.1% | -31.6% | +93.7% | +87.7% |
| 1Y | +66.6% | -33.5% | +100.1% | +96.3% |
| 3Y | +718.1% | +66.5% | +651.6% | +481.7% |
| 5Y | +32.8% | +42.2% | -9.4% | +3.7% |
| All | +32.8% | +45.7% | -12.9% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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