+72.2%
SMTC vs TAP
+4.4%
+67.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.0% | -16.0% | -10.6% |
| 7D | -24.5% | +9.9% | -34.4% | -18.3% |
| 30D | -42.5% | +18.1% | -60.6% | -34.4% |
| 3M | -14.1% | +3.2% | -17.3% | -8.2% |
| 6M | +3.6% | +8.4% | -4.8% | +14.2% |
| YTD | +50.6% | -4.4% | +55.0% | +65.2% |
| 1Y | +72.2% | +3.2% | +69.0% | +88.8% |
| All | +72.2% | +4.4% | +67.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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