+497.0%
SMTC vs IBB
+122.6%
+374.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.1% | +12.1% |
| 7D | +22.9% | -1.7% | +24.6% | +24.6% |
| 30D | +16.6% | +4.9% | +11.8% | +9.7% |
| 3M | +2.4% | +24.2% | -21.8% | -19.7% |
| 6M | +98.3% | +23.8% | +74.4% | +56.3% |
| YTD | +120.7% | +23.0% | +97.7% | +74.9% |
| 1Y | +168.3% | +46.2% | +122.1% | +77.3% |
| 3Y | +571.7% | +64.8% | +506.9% | +308.9% |
| 5Y | +114.0% | +20.9% | +93.1% | +74.1% |
| 10Y | +497.0% | +121.6% | +375.4% | +207.2% |
| All | +497.0% | +122.6% | +374.3% | +207.2% |
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