+530.1%
SMTC vs WY
+7.6%
+522.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.9% |
| 7D | +13.1% | -4.2% | +17.3% | +15.8% |
| 30D | +19.5% | -10.1% | +29.5% | +26.4% |
| 3M | +2.2% | -8.5% | +10.7% | +5.7% |
| 6M | +94.9% | -3.3% | +98.2% | +95.0% |
| YTD | +127.0% | -4.4% | +131.3% | +127.4% |
| 1Y | +174.6% | -11.5% | +186.1% | +186.0% |
| 3Y | +615.9% | -24.3% | +640.2% | +713.9% |
| 5Y | +125.6% | -21.3% | +146.9% | +151.1% |
| All | +530.1% | +7.6% | +522.6% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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