+583.7%
SMTC vs SGI
+2,083.6%
-1,499.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +9.1% |
| 7D | +12.7% | +8.5% | +4.2% | +10.2% |
| 30D | +22.0% | +0.7% | +21.3% | +21.0% |
| 3M | -12.7% | +0.6% | -13.3% | -13.5% |
| 6M | +64.8% | -17.9% | +82.7% | +72.2% |
| YTD | +100.7% | -21.2% | +121.9% | +111.3% |
| 1Y | +146.9% | -18.9% | +165.8% | +157.7% |
| 3Y | +456.8% | +52.6% | +404.2% | +394.3% |
| 5Y | +89.2% | +60.7% | +28.5% | +62.5% |
| 10Y | +426.9% | +278.1% | +148.8% | +237.3% |
| All | +583.7% | +2,083.6% | -1,499.9% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling