+66.6%
SMTC vs TAP
-13.1%
+79.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.9% |
| 7D | +30.5% | -6.3% | +36.8% | +24.3% |
| 30D | -30.9% | +2.7% | -33.6% | -28.1% |
| 3M | -14.7% | -3.7% | -11.0% | -13.7% |
| 6M | -9.6% | -2.0% | -7.5% | -6.0% |
| YTD | +62.1% | -12.3% | +74.4% | +69.9% |
| 1Y | +66.6% | -10.1% | +76.6% | +77.9% |
| All | +66.6% | -13.1% | +79.6% | +77.9% |
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