+319.9%
IP vs SMTC
+38,957.1%
-38,637.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -17.5% | +13.5% | -2.1% |
| 7D | -5.0% | -35.0% | +30.0% | -0.9% |
| 30D | +6.5% | -53.6% | +60.1% | +14.7% |
| 3M | -18.0% | -24.5% | +6.5% | -17.0% |
| 6M | +10.3% | -19.0% | +29.3% | +9.3% |
| YTD | -9.9% | +24.2% | -34.1% | -15.5% |
| 1Y | -1.1% | +35.6% | -36.7% | -8.3% |
| 3Y | +13.0% | +521.9% | -508.9% | -16.3% |
| 5Y | -12.3% | +1.5% | -13.7% | -22.7% |
| 10Y | +26.8% | +274.7% | -247.9% | -4.2% |
| All | +319.9% | +38,957.1% | -38,637.2% | +148.5% |
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