+643.6%
SMTC vs IAG
+321.3%
+322.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.8% | +10.6% |
| 7D | +12.9% | +3.4% | +9.4% | +12.5% |
| 30D | -25.6% | -2.7% | -22.9% | -25.4% |
| 3M | -4.5% | -0.5% | -4.0% | -4.6% |
| 6M | -8.3% | -4.8% | -3.4% | -8.1% |
| YTD | +69.9% | +9.6% | +60.3% | +67.2% |
| 1Y | +73.9% | +32.2% | +41.7% | +68.2% |
| 3Y | +757.7% | +692.5% | +65.1% | +596.8% |
| 5Y | +38.7% | +447.6% | -408.9% | +12.4% |
| 10Y | +376.1% | +403.3% | -27.2% | +267.8% |
| All | +643.6% | +321.3% | +322.3% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling