+140.1%
SMTC vs IRE
-82.8%
+222.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +10.2% | -0.3% | +8.6% |
| 7D | +22.9% | +58.9% | -36.0% | +15.6% |
| 30D | +16.6% | +17.2% | -0.5% | +13.2% |
| 3M | +2.4% | -58.6% | +61.0% | +6.1% |
| 6M | +98.3% | -23.5% | +121.7% | +85.0% |
| YTD | +120.7% | -47.4% | +168.1% | +101.2% |
| All | +140.1% | -82.8% | +222.9% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling