+606.9%
SMTC vs IBB
+78.6%
+528.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.0% | +10.9% |
| 7D | -19.0% | -1.8% | -17.1% | -16.8% |
| 30D | -46.7% | +5.1% | -51.8% | -49.3% |
| 3M | -23.4% | +10.7% | -34.1% | -33.3% |
| 6M | -13.4% | +22.9% | -36.3% | -34.8% |
| YTD | +40.1% | +26.7% | +13.4% | +1.0% |
| 1Y | +47.7% | +35.1% | +12.6% | -3.0% |
| 3Y | +606.9% | +80.2% | +526.7% | +214.0% |
| All | +606.9% | +78.6% | +528.3% | +214.0% |
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