+120.1%
SMTC vs WYNN
-11.0%
+131.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | +13.1% | -4.2% | +17.3% | +15.1% |
| 30D | +19.5% | -14.6% | +34.1% | +27.4% |
| 3M | +2.2% | -18.4% | +20.7% | +10.6% |
| 6M | +94.9% | -11.9% | +106.8% | +103.2% |
| YTD | +127.0% | -26.6% | +153.5% | +154.1% |
| 1Y | +174.6% | -28.5% | +203.1% | +207.4% |
| 3Y | +615.9% | -5.1% | +621.0% | +582.6% |
| All | +120.1% | -11.0% | +131.1% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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