+571.7%
SMTC vs SM
-2.8%
+574.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.6% | +6.3% | +9.2% |
| 7D | +22.9% | -0.2% | +23.1% | +23.0% |
| 30D | +16.6% | +31.5% | -14.9% | +10.3% |
| 3M | +2.4% | +17.3% | -14.9% | -1.4% |
| 6M | +98.3% | +48.5% | +49.8% | +75.7% |
| YTD | +120.7% | +106.3% | +14.4% | +74.6% |
| 1Y | +168.3% | +47.3% | +121.0% | +136.9% |
| 3Y | +571.7% | -1.4% | +573.1% | +498.7% |
| All | +571.7% | -2.8% | +574.5% | +498.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling