+38.7%
SMTC vs IBN
+74.4%
-35.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.5% |
| 7D | +12.9% | +11.1% | +1.7% | +7.5% |
| 30D | -25.6% | +23.9% | -49.4% | -33.6% |
| 3M | -4.5% | +16.3% | -20.8% | -12.2% |
| 6M | -8.3% | +34.2% | -42.5% | -22.4% |
| YTD | +69.9% | +17.6% | +52.4% | +54.6% |
| 1Y | +73.9% | +13.8% | +60.1% | +60.8% |
| 3Y | +757.7% | +57.0% | +700.7% | +524.8% |
| 5Y | +38.7% | +75.3% | -36.6% | -9.6% |
| All | +38.7% | +74.4% | -35.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling