+339.9%
SMTC vs Z
-19.5%
+359.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.0% |
| 7D | -10.9% | -6.5% | -4.5% | -9.4% |
| 30D | -39.4% | -0.1% | -39.3% | -40.3% |
| 3M | -13.5% | -14.1% | +0.6% | -12.8% |
| 6M | -6.8% | -30.1% | +23.2% | -1.7% |
| YTD | +54.0% | -57.5% | +111.5% | +87.7% |
| 1Y | +50.8% | -60.3% | +111.1% | +87.7% |
| 3Y | +677.3% | -21.0% | +698.4% | +659.8% |
| 5Y | +28.7% | -54.9% | +83.6% | +40.5% |
| 10Y | +339.9% | -16.0% | +355.9% | +255.2% |
| All | +339.9% | -19.5% | +359.4% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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