+773.8%
SMTC vs IAG
+696.0%
+77.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.8% | +11.0% |
| 7D | +12.9% | +3.4% | +9.4% | +12.0% |
| 30D | -25.6% | -2.7% | -22.9% | -25.2% |
| 3M | -4.5% | -0.5% | -4.0% | -4.8% |
| 6M | -8.3% | -4.8% | -3.4% | -8.3% |
| YTD | +69.9% | +9.6% | +60.3% | +62.1% |
| 1Y | +73.9% | +32.2% | +41.7% | +58.9% |
| All | +773.8% | +696.0% | +77.8% | +425.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling