+157.8%
SMTC vs Z
-64.6%
+222.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -3.6% |
| 7D | +17.5% | -11.6% | +29.1% | +14.3% |
| 30D | +21.3% | -8.5% | +29.8% | +19.4% |
| 3M | +3.1% | -7.9% | +11.0% | +3.3% |
| 6M | +81.7% | -29.1% | +110.8% | +85.7% |
| YTD | +115.9% | -54.2% | +170.1% | +127.9% |
| 1Y | +157.8% | -63.5% | +221.4% | +158.3% |
| All | +157.8% | -64.6% | +222.4% | +158.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling