+530.1%
SMTC vs SNY
+64.5%
+465.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +13.1% | -3.3% | +16.4% | +14.5% |
| 30D | +19.5% | -2.2% | +21.6% | +20.1% |
| 3M | +2.2% | -3.0% | +5.3% | +2.4% |
| 6M | +94.9% | +2.7% | +92.1% | +90.1% |
| YTD | +127.0% | -6.8% | +133.8% | +130.2% |
| 1Y | +174.6% | -5.3% | +179.8% | +175.4% |
| 3Y | +615.9% | -9.8% | +625.7% | +610.3% |
| 5Y | +125.6% | +9.7% | +115.9% | +95.2% |
| All | +530.1% | +64.5% | +465.6% | +389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling