+72.2%
SMTC vs IAG
+56.5%
+15.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +10.2% | -23.1% | -16.5% |
| 7D | -24.5% | +1.1% | -25.6% | -25.1% |
| 30D | -42.5% | -5.3% | -37.2% | -41.4% |
| 3M | -14.1% | +18.0% | -32.1% | -20.4% |
| 6M | +3.6% | +7.1% | -3.5% | -0.6% |
| YTD | +50.6% | +5.9% | +44.6% | +37.7% |
| 1Y | +72.2% | +59.4% | +12.8% | +20.0% |
| All | +72.2% | +56.5% | +15.7% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling