+114.7%
SMTC vs WY
-22.3%
+137.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.3% | -1.3% |
| 7D | +17.5% | -3.7% | +21.2% | +20.2% |
| 30D | +21.3% | -11.3% | +32.6% | +29.9% |
| 3M | +3.1% | -8.1% | +11.3% | +6.6% |
| 6M | +81.7% | -7.4% | +89.1% | +86.3% |
| YTD | +115.9% | -4.7% | +120.6% | +115.7% |
| 1Y | +157.8% | -9.2% | +167.0% | +164.3% |
| 3Y | +557.3% | -24.7% | +582.0% | +659.8% |
| 5Y | +114.7% | -21.6% | +136.2% | +156.7% |
| All | +114.7% | -22.3% | +137.0% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling