+2,521.8%
IBM vs SMTC
+43,936.3%
-41,414.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.7% | -13.6% | -2.3% |
| 7D | -5.0% | -19.0% | +14.0% | -3.0% |
| 30D | +11.1% | -46.7% | +57.8% | +18.6% |
| 3M | +5.7% | -23.4% | +29.1% | +6.9% |
| 6M | +10.1% | -13.4% | +23.5% | +7.4% |
| YTD | -15.6% | +40.1% | -55.7% | -23.2% |
| 1Y | -19.5% | +47.7% | -67.2% | -27.4% |
| 3Y | +80.4% | +606.9% | -526.5% | +25.5% |
| 5Y | +140.0% | +14.4% | +125.6% | +103.0% |
| 10Y | +155.0% | +322.5% | -167.5% | +77.3% |
| All | +2,521.8% | +43,936.3% | -41,414.5% | +1,212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling