+527.9%
SMTC vs Z
-5.7%
+533.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +22.5% | -7.1% | +29.5% | +24.7% |
| 30D | +24.9% | -4.8% | +29.7% | +24.9% |
| 3M | +4.1% | -9.3% | +13.4% | +3.6% |
| 6M | +92.6% | -29.0% | +121.5% | +105.8% |
| YTD | +122.5% | -52.9% | +175.4% | +168.7% |
| 1Y | +166.2% | -63.1% | +229.4% | +246.2% |
| 3Y | +577.2% | -36.9% | +614.0% | +624.7% |
| 5Y | +119.0% | -65.5% | +184.5% | +158.4% |
| 10Y | +527.9% | -3.9% | +531.7% | +382.6% |
| All | +527.9% | -5.7% | +533.6% | +382.6% |
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