+234.1%
SMTC vs TENB
-9.4%
+243.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.0% | +11.1% | +7.2% |
| 7D | +13.1% | -12.1% | +25.2% | +18.0% |
| 30D | +19.5% | -18.6% | +38.1% | +26.3% |
| 3M | +2.2% | +12.1% | -9.8% | -5.9% |
| 6M | +94.9% | +46.8% | +48.1% | +58.5% |
| YTD | +127.0% | +28.0% | +99.0% | +92.4% |
| 1Y | +174.6% | -1.4% | +176.0% | +157.8% |
| 3Y | +615.9% | -33.9% | +649.9% | +671.3% |
| 5Y | +125.6% | -34.6% | +160.2% | +127.0% |
| All | +234.1% | -9.4% | +243.6% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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