+146.9%
SMTC vs THC
+40.9%
+106.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +9.3% |
| 7D | +12.7% | -0.7% | +13.4% | +12.7% |
| 30D | +22.0% | +1.3% | +20.7% | +22.1% |
| 3M | -12.7% | +64.2% | -76.9% | -14.7% |
| 6M | +64.8% | +8.3% | +56.5% | +77.3% |
| YTD | +100.7% | +33.4% | +67.3% | +106.2% |
| 1Y | +146.9% | +37.7% | +109.2% | +149.4% |
| All | +146.9% | +40.9% | +106.0% | +149.4% |
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