+29.0%
SMTC vs Z
-55.0%
+84.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.8% | +9.0% | +11.9% |
| 7D | -4.8% | -5.2% | +0.3% | -3.6% |
| 30D | -37.8% | +5.7% | -43.5% | -39.6% |
| 3M | -16.5% | -8.7% | -7.7% | -17.1% |
| 6M | -4.4% | -26.0% | +21.6% | +0.1% |
| YTD | +58.0% | -55.0% | +113.1% | +95.3% |
| 1Y | +62.0% | -58.0% | +120.0% | +105.1% |
| 3Y | +745.7% | -15.2% | +760.9% | +710.9% |
| 5Y | +29.0% | -53.8% | +82.8% | +36.1% |
| All | +29.0% | -55.0% | +84.0% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling