+499.6%
SMTC vs IRM
+430.1%
+69.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.8% |
| 7D | +17.5% | -1.8% | +19.3% | +18.8% |
| 30D | +21.3% | -7.8% | +29.1% | +27.7% |
| 3M | +3.1% | -7.9% | +11.0% | +8.6% |
| 6M | +81.7% | +6.3% | +75.4% | +78.0% |
| YTD | +115.9% | +38.2% | +77.8% | +82.3% |
| 1Y | +157.8% | +19.8% | +138.0% | +135.2% |
| 3Y | +557.3% | +98.8% | +458.5% | +373.9% |
| 5Y | +114.7% | +191.8% | -77.1% | +27.8% |
| All | +499.6% | +430.1% | +69.5% | +158.6% |
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