+119.0%
SMTC vs SGI
+56.1%
+62.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.8% |
| 7D | +22.5% | +0.6% | +21.9% | +22.0% |
| 30D | +24.9% | +5.5% | +19.4% | +20.4% |
| 3M | +4.1% | -3.6% | +7.7% | +4.3% |
| 6M | +92.6% | -15.0% | +107.6% | +104.8% |
| YTD | +122.5% | -23.0% | +145.5% | +148.1% |
| 1Y | +166.2% | -18.4% | +184.6% | +186.1% |
| 3Y | +577.2% | +57.8% | +519.4% | +406.2% |
| 5Y | +119.0% | +51.5% | +67.5% | +62.5% |
| All | +119.0% | +56.1% | +62.8% | +62.5% |
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