+147.3%
IBM vs SMTC
+333.2%
-186.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.5% |
| 7D | +1.6% | +11.0% | -9.5% | +0.2% |
| 30D | +9.2% | -28.5% | +37.7% | +12.5% |
| 3M | +4.9% | -14.2% | +19.1% | +4.5% |
| 6M | +16.8% | -18.0% | +34.8% | +14.2% |
| YTD | -14.3% | +55.5% | -69.8% | -25.2% |
| 1Y | -16.7% | +69.5% | -86.3% | -28.5% |
| 3Y | +82.2% | +699.7% | -617.4% | +8.1% |
| 5Y | +149.9% | +27.4% | +122.5% | +108.7% |
| All | +147.3% | +333.2% | -186.0% | +52.1% |
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