+46,436.3%
SMTC vs IDXX
+53,734.7%
-7,298.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +13.1% | -5.7% | +18.8% | +14.8% |
| 30D | +19.5% | -11.5% | +31.0% | +23.2% |
| 3M | +2.2% | -9.5% | +11.8% | +3.9% |
| 6M | +94.9% | -16.0% | +110.8% | +101.8% |
| YTD | +127.0% | -25.4% | +152.3% | +142.4% |
| 1Y | +174.6% | -21.8% | +196.3% | +188.5% |
| 3Y | +615.9% | +7.0% | +608.9% | +582.1% |
| 5Y | +125.6% | -26.0% | +151.6% | +135.1% |
| 10Y | +540.5% | +358.9% | +181.6% | +336.0% |
| All | +46,436.3% | +53,734.7% | -7,298.3% | +14,704.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 all: compounded portfolio wealth divided by compounded IDXX 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…
all analysis · Full analysis span regression · 6 months rolling