+55.6%
IOT vs SMTC
+84.2%
-28.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -0.8% | +17.5% | -18.3% | -4.7% |
| 30D | -4.7% | +21.3% | -26.0% | -10.1% |
| 3M | +17.8% | +3.1% | +14.6% | +12.3% |
| 6M | +16.8% | +81.7% | -64.9% | -9.0% |
| YTD | +8.4% | +115.9% | -107.5% | -21.3% |
| 1Y | -0.8% | +157.8% | -158.6% | -32.9% |
| 3Y | +25.7% | +557.3% | -531.5% | -53.7% |
| All | +55.6% | +84.2% | -28.6% | +67.4% |
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