+339.9%
SMTC vs URA
+289.1%
+50.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.5% | +7.5% | +8.5% |
| 7D | -10.9% | +0.3% | -11.2% | -10.3% |
| 30D | -39.4% | -14.8% | -24.6% | -32.8% |
| 3M | -13.5% | -25.3% | +11.8% | +2.8% |
| 6M | -6.8% | -39.9% | +33.1% | +25.8% |
| YTD | +54.0% | -22.4% | +76.4% | +79.5% |
| 1Y | +50.8% | -29.0% | +79.7% | +84.4% |
| 3Y | +677.3% | +41.0% | +636.4% | +551.8% |
| 5Y | +28.7% | +38.3% | -9.6% | +4.0% |
| 10Y | +339.9% | +276.1% | +63.8% | +108.5% |
| All | +339.9% | +289.1% | +50.8% | +108.5% |
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