+71.9%
SMTC vs IRE
-97.3%
+169.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.5% | +15.3% | +13.2% |
| 7D | -4.8% | -15.5% | +10.7% | -3.3% |
| 30D | -37.8% | -70.4% | +32.6% | -27.3% |
| 3M | -16.5% | -81.6% | +65.1% | +2.7% |
| 6M | -4.4% | -94.7% | +90.3% | +25.4% |
| YTD | +58.0% | -91.8% | +149.8% | +82.6% |
| 1Y | +62.0% | -97.6% | +159.6% | +101.2% |
| All | +71.9% | -97.3% | +169.2% | +108.7% |
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