-16.7%
IBM vs SMTC
+63.0%
-79.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +0.8% |
| 7D | +1.6% | +11.0% | -9.5% | +2.1% |
| 30D | +9.2% | -28.5% | +37.7% | +7.5% |
| 3M | +4.9% | -14.2% | +19.1% | +4.6% |
| 6M | +16.8% | -18.0% | +34.8% | +15.3% |
| YTD | -14.3% | +55.5% | -69.8% | -23.0% |
| 1Y | -16.7% | +69.5% | -86.3% | -26.3% |
| All | -16.7% | +63.0% | -79.8% | -26.3% |
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