+322.9%
SMTC vs USHY
+49.7%
+273.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.0% |
| 7D | +13.1% | -0.7% | +13.8% | +15.4% |
| 30D | +19.5% | -0.7% | +20.1% | +21.8% |
| 3M | +2.2% | +0.1% | +2.2% | +2.5% |
| 6M | +94.9% | +1.8% | +93.1% | +88.0% |
| YTD | +127.0% | +1.8% | +125.2% | +119.5% |
| 1Y | +174.6% | +3.3% | +171.3% | +156.1% |
| 3Y | +615.9% | +27.0% | +589.0% | +317.9% |
| 5Y | +125.6% | +21.0% | +104.6% | +54.8% |
| All | +322.9% | +49.7% | +273.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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