+29.0%
SMTC vs URA
+33.1%
-4.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +6.2% | +6.6% | +9.0% |
| 7D | -4.8% | +4.3% | -9.1% | -6.3% |
| 30D | -37.8% | -11.7% | -26.1% | -31.9% |
| 3M | -16.5% | -23.5% | +7.1% | -0.5% |
| 6M | -4.4% | -37.8% | +33.4% | +29.2% |
| YTD | +58.0% | -19.6% | +77.7% | +82.4% |
| 1Y | +62.0% | -24.8% | +86.8% | +94.4% |
| 3Y | +745.7% | +47.0% | +698.7% | +576.1% |
| 5Y | +29.0% | +35.4% | -6.3% | +1.3% |
| All | +29.0% | +33.1% | -4.0% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling