+54.7%
SMTC vs THC
+50.5%
+4.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.0% | +10.8% | +13.2% |
| 7D | -4.8% | +7.5% | -12.3% | -3.1% |
| 30D | -37.8% | +9.6% | -47.4% | -36.5% |
| 3M | -16.5% | +10.3% | -26.7% | -14.6% |
| 6M | -4.4% | +51.8% | -56.2% | -0.5% |
| YTD | +58.0% | +45.4% | +12.6% | +67.2% |
| All | +54.7% | +50.5% | +4.2% | +60.9% |
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