+359.4%
SMTC vs IRM
+524.5%
-165.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.8% |
| 7D | +30.5% | +8.6% | +21.9% | +24.3% |
| 30D | -30.9% | 0.0% | -30.9% | -30.1% |
| 3M | -14.7% | -7.1% | -7.5% | -9.5% |
| 6M | -9.6% | -7.9% | -1.7% | -3.3% |
| YTD | +62.1% | +41.3% | +20.8% | +36.2% |
| 1Y | +66.6% | +20.7% | +45.8% | +52.9% |
| 3Y | +718.1% | +112.2% | +605.9% | +472.5% |
| 5Y | +32.8% | +191.2% | -158.4% | -20.9% |
| All | +359.4% | +524.5% | -165.1% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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