+80.4%
IBM vs SMTC
+597.8%
-517.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.7% | -13.6% | -1.4% |
| 7D | -5.0% | -19.0% | +14.0% | -4.2% |
| 30D | +11.1% | -46.7% | +57.8% | +14.1% |
| 3M | +5.7% | -23.4% | +29.1% | +6.0% |
| 6M | +10.1% | -13.4% | +23.5% | +7.4% |
| YTD | -15.6% | +40.1% | -55.7% | -22.4% |
| 1Y | -19.5% | +47.7% | -67.2% | -26.6% |
| 3Y | +80.4% | +606.9% | -526.5% | +40.2% |
| All | +80.4% | +597.8% | -517.4% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling