+452.2%
SMTC vs SGI
+1,794.5%
-1,342.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.6% | -3.8% |
| 7D | +30.5% | -10.7% | +41.2% | +34.4% |
| 30D | -30.9% | -3.6% | -27.3% | -30.9% |
| 3M | -14.7% | -5.4% | -9.3% | -14.7% |
| 6M | -9.6% | -7.0% | -2.5% | -9.6% |
| YTD | +62.1% | -31.6% | +93.7% | +75.3% |
| 1Y | +66.6% | -33.5% | +100.1% | +81.7% |
| 3Y | +718.1% | +66.5% | +651.6% | +604.4% |
| 5Y | +32.8% | +42.2% | -9.4% | +16.8% |
| 10Y | +354.1% | +320.9% | +33.3% | +186.2% |
| All | +452.2% | +1,794.5% | -1,342.3% | +100.1% |
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