+311.2%
SMTC vs USHY
+50.7%
+260.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | +22.9% | 0.0% | +22.9% | +22.8% |
| 30D | +16.6% | 0.0% | +16.7% | +16.8% |
| 3M | +2.4% | +1.2% | +1.3% | -0.5% |
| 6M | +98.3% | +2.6% | +95.7% | +86.8% |
| YTD | +120.7% | +2.4% | +118.2% | +109.4% |
| 1Y | +168.3% | +4.2% | +164.0% | +143.7% |
| 3Y | +571.7% | +28.0% | +543.7% | +283.0% |
| 5Y | +114.0% | +21.8% | +92.2% | +44.2% |
| All | +311.2% | +50.7% | +260.5% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling