+497.0%
SMTC vs URA
+371.9%
+125.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.1% | +6.8% | +8.3% |
| 7D | +22.9% | +8.1% | +14.8% | +18.0% |
| 30D | +16.6% | +5.8% | +10.9% | +13.4% |
| 3M | +2.4% | +3.4% | -1.0% | +1.5% |
| 6M | +98.3% | -2.6% | +100.9% | +103.4% |
| YTD | +120.7% | +11.2% | +109.5% | +108.8% |
| 1Y | +168.3% | +19.8% | +148.4% | +140.3% |
| 3Y | +571.7% | +121.5% | +450.2% | +334.8% |
| 5Y | +114.0% | +134.5% | -20.5% | +26.2% |
| 10Y | +497.0% | +376.7% | +120.3% | +131.0% |
| All | +497.0% | +371.9% | +125.1% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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