+72.2%
SMTC vs THC
+46.1%
+26.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +9.6% | -22.5% | -10.8% |
| 7D | -24.5% | +8.8% | -33.3% | -22.8% |
| 30D | -42.5% | +12.6% | -55.1% | -40.8% |
| 3M | -14.1% | +15.4% | -29.5% | -11.3% |
| 6M | +3.6% | +57.7% | -54.1% | +8.2% |
| YTD | +50.6% | +47.1% | +3.5% | +61.4% |
| 1Y | +72.2% | +40.7% | +31.6% | +88.5% |
| All | +72.2% | +46.1% | +26.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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