+55.4%
IOT vs SMTC
+93.6%
-38.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.3% |
| 7D | -4.5% | +13.1% | -17.6% | -7.4% |
| 30D | -2.4% | +19.5% | -21.9% | -7.5% |
| 3M | +19.0% | +2.2% | +16.7% | +14.0% |
| 6M | +19.6% | +94.9% | -75.2% | -8.6% |
| YTD | +8.3% | +127.0% | -118.7% | -22.4% |
| 1Y | -0.8% | +174.6% | -175.4% | -34.0% |
| 3Y | +24.4% | +615.9% | -591.5% | -55.6% |
| All | +55.4% | +93.6% | -38.2% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling