+119.0%
SMTC vs IBN
+54.0%
+64.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.7% |
| 7D | +22.5% | -5.1% | +27.6% | +25.7% |
| 30D | +24.9% | -3.5% | +28.4% | +26.9% |
| 3M | +4.1% | +11.3% | -7.2% | -2.4% |
| 6M | +92.6% | +4.4% | +88.1% | +87.1% |
| YTD | +122.5% | -1.8% | +124.3% | +122.8% |
| 1Y | +166.2% | -8.0% | +174.2% | +174.0% |
| 3Y | +577.2% | +27.1% | +550.1% | +460.3% |
| 5Y | +119.0% | +54.5% | +64.5% | +53.7% |
| All | +119.0% | +54.0% | +64.9% | +53.7% |
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