+67,795.5%
SMTC vs IFF
+830.6%
+66,964.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +17.5% | -2.8% | +20.3% | +19.0% |
| 30D | +21.3% | -1.1% | +22.4% | +21.4% |
| 3M | +3.1% | +13.8% | -10.7% | -4.8% |
| 6M | +81.7% | +16.7% | +65.0% | +64.1% |
| YTD | +115.9% | +26.1% | +89.8% | +86.8% |
| 1Y | +157.8% | +33.5% | +124.3% | +115.6% |
| 3Y | +557.3% | +31.6% | +525.7% | +457.0% |
| 5Y | +114.7% | -34.9% | +149.5% | +142.5% |
| 10Y | +509.5% | -20.3% | +529.8% | +507.9% |
| All | +67,795.5% | +830.6% | +66,964.9% | +26,311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling