+340.7%
SMTC vs IBB
+126.8%
+214.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.6% |
| 7D | +11.0% | -0.5% | +11.6% | +12.1% |
| 30D | -28.5% | +4.6% | -33.0% | -31.2% |
| 3M | -14.2% | +6.8% | -21.0% | -21.0% |
| 6M | -18.0% | +23.1% | -41.1% | -35.5% |
| YTD | +55.5% | +26.0% | +29.5% | +19.3% |
| 1Y | +69.5% | +30.4% | +39.2% | +25.4% |
| 3Y | +699.7% | +85.4% | +614.2% | +323.3% |
| 5Y | +27.4% | +39.7% | -12.3% | -10.5% |
| All | +340.7% | +126.8% | +214.0% | +103.6% |
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