+114.7%
SMTC vs USHY
+20.9%
+93.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -1.3% |
| 7D | +17.5% | -0.7% | +18.3% | +20.5% |
| 30D | +21.3% | -0.5% | +21.8% | +23.6% |
| 3M | +3.1% | +0.5% | +2.6% | +1.9% |
| 6M | +81.7% | +1.5% | +80.2% | +75.6% |
| YTD | +115.9% | +1.7% | +114.2% | +107.8% |
| 1Y | +157.8% | +3.5% | +154.3% | +135.8% |
| 3Y | +557.3% | +27.2% | +530.1% | +269.1% |
| 5Y | +114.7% | +21.0% | +93.7% | +81.7% |
| All | +114.7% | +20.9% | +93.8% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling