+530.1%
SMTC vs TROW
+130.0%
+400.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.0% |
| 7D | +13.1% | -3.2% | +16.3% | +15.8% |
| 30D | +19.5% | -4.6% | +24.1% | +23.5% |
| 3M | +2.2% | -0.7% | +2.9% | +0.7% |
| 6M | +94.9% | +22.2% | +72.7% | +63.1% |
| YTD | +127.0% | +6.6% | +120.3% | +110.5% |
| 1Y | +174.6% | +5.8% | +168.7% | +155.5% |
| 3Y | +615.9% | +11.6% | +604.3% | +554.6% |
| 5Y | +125.6% | -38.9% | +164.5% | +211.1% |
| All | +530.1% | +130.0% | +400.1% | +309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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