+167.6%
SYK vs SMTC
+516.8%
-349.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.6% |
| 7D | -12.3% | +17.5% | -29.9% | -14.4% |
| 30D | -22.4% | +21.3% | -43.8% | -25.0% |
| 3M | -12.3% | +3.1% | -15.5% | -14.6% |
| 6M | -24.3% | +81.7% | -106.0% | -33.7% |
| YTD | -22.8% | +115.9% | -138.7% | -34.5% |
| 1Y | -28.8% | +157.8% | -186.6% | -42.0% |
| 3Y | -4.0% | +557.3% | -561.3% | -42.8% |
| 5Y | +3.8% | +114.7% | -110.8% | -20.4% |
| All | +167.6% | +516.8% | -349.2% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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