+499.7%
SMTC vs IBB
+68.6%
+431.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +10.3% |
| 7D | +12.7% | +1.4% | +11.3% | +10.7% |
| 30D | +22.0% | +10.5% | +11.5% | +6.5% |
| 3M | -12.7% | +23.6% | -36.3% | -34.8% |
| 6M | +64.8% | +22.6% | +42.2% | +24.1% |
| YTD | +100.7% | +25.7% | +75.0% | +45.3% |
| 1Y | +146.9% | +51.4% | +95.5% | +36.1% |
| All | +499.7% | +68.6% | +431.1% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling