-5.0%
IBM vs SMTC
+168.8%
-173.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.4% |
| 7D | +3.6% | +22.5% | -18.9% | +4.2% |
| 30D | +1.5% | +24.9% | -23.4% | +2.3% |
| 3M | -12.9% | +4.1% | -17.0% | -11.8% |
| 6M | -3.9% | +92.6% | -96.5% | -10.3% |
| YTD | -17.3% | +122.5% | -139.8% | -24.7% |
| 1Y | -5.0% | +166.2% | -171.2% | -15.7% |
| All | -5.0% | +168.8% | -173.7% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling