+2,534.9%
IBM vs SMTC
+48,322.4%
-45,787.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.3% |
| 7D | -1.5% | -10.9% | +9.4% | -0.7% |
| 30D | +8.4% | -39.4% | +47.8% | +13.9% |
| 3M | +4.2% | -13.5% | +17.7% | +3.8% |
| 6M | +7.9% | -6.8% | +14.8% | +4.3% |
| YTD | -15.2% | +54.0% | -69.2% | -23.7% |
| 1Y | -18.7% | +50.8% | -69.5% | -26.9% |
| 3Y | +79.2% | +677.3% | -598.1% | +23.2% |
| 5Y | +144.7% | +28.7% | +116.0% | +103.9% |
| 10Y | +141.6% | +339.9% | -198.3% | +67.0% |
| All | +2,534.9% | +48,322.4% | -45,787.5% | +1,202.9% |
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