+339.9%
SMTC vs TAP
-48.8%
+388.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | -10.9% | -4.5% | -6.4% | -10.2% |
| 30D | -39.4% | +7.5% | -46.9% | -41.0% |
| 3M | -13.5% | -4.9% | -8.7% | -13.8% |
| 6M | -6.8% | -3.5% | -3.3% | -8.3% |
| YTD | +54.0% | -11.4% | +65.4% | +54.6% |
| 1Y | +50.8% | -10.8% | +61.6% | +50.4% |
| 3Y | +677.3% | -24.5% | +701.8% | +702.9% |
| 5Y | +28.7% | +2.5% | +26.3% | +18.0% |
| 10Y | +339.9% | -47.6% | +387.5% | +315.2% |
| All | +339.9% | -48.8% | +388.7% | +315.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling