+13.1%
IOT vs SMTC
+102.5%
-89.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.7% |
| 7D | +5.1% | +22.5% | -17.4% | +7.2% |
| 30D | -3.0% | +24.9% | -27.9% | -0.4% |
| 3M | +15.0% | +4.1% | +10.9% | +18.5% |
| 6M | +13.1% | +92.6% | -79.4% | +11.0% |
| All | +13.1% | +102.5% | -89.3% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling