+174.6%
SMTC vs IFF
+33.4%
+141.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.1% |
| 7D | +13.1% | -3.2% | +16.3% | +12.9% |
| 30D | +19.5% | -0.3% | +19.7% | +19.4% |
| 3M | +2.2% | +8.4% | -6.2% | +1.3% |
| 6M | +94.9% | +23.0% | +71.8% | +87.6% |
| YTD | +127.0% | +25.5% | +101.5% | +119.3% |
| 1Y | +174.6% | +29.1% | +145.5% | +164.4% |
| All | +174.6% | +33.4% | +141.2% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling