+778.2%
SMTC vs IAG
+377.5%
+400.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.2% | +11.4% | +9.5% |
| 7D | +12.7% | -0.5% | +13.3% | +12.8% |
| 30D | +22.0% | +28.9% | -6.9% | +18.6% |
| 3M | -12.7% | +19.1% | -31.8% | -14.3% |
| 6M | +64.8% | -10.3% | +75.0% | +65.8% |
| YTD | +100.7% | +24.2% | +76.5% | +95.1% |
| 1Y | +146.9% | +116.5% | +30.4% | +127.6% |
| 3Y | +456.8% | +742.8% | -286.0% | +348.1% |
| 5Y | +89.2% | +753.3% | -664.1% | +47.6% |
| 10Y | +426.9% | +403.2% | +23.7% | +304.1% |
| All | +778.2% | +377.5% | +400.7% | +542.0% |
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 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