+351.4%
SMTC vs IBB
+139.6%
+211.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.8% | +10.0% | +10.0% |
| 7D | -4.8% | +2.7% | -7.5% | -6.7% |
| 30D | -37.8% | +6.3% | -44.2% | -41.4% |
| 3M | -16.5% | +11.1% | -27.5% | -26.2% |
| 6M | -4.4% | +29.2% | -33.6% | -28.7% |
| YTD | +58.0% | +30.2% | +27.8% | +17.2% |
| 1Y | +62.0% | +39.5% | +22.5% | +11.4% |
| 3Y | +745.7% | +92.3% | +653.3% | +331.4% |
| 5Y | +29.0% | +43.0% | -13.9% | -11.5% |
| 10Y | +351.4% | +137.1% | +214.3% | +106.7% |
| All | +351.4% | +139.6% | +211.7% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling