+166.2%
SMTC vs SM
+46.0%
+120.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.9% |
| 7D | +22.5% | -0.2% | +22.7% | +22.4% |
| 30D | +24.9% | +20.3% | +4.6% | +28.0% |
| 3M | +4.1% | +22.9% | -18.8% | +8.7% |
| 6M | +92.6% | +47.8% | +44.7% | +105.3% |
| YTD | +122.5% | +107.5% | +15.0% | +143.6% |
| 1Y | +166.2% | +51.7% | +114.5% | +194.2% |
| All | +166.2% | +46.0% | +120.2% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling