+571.7%
SMTC vs IRM
+101.2%
+470.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.6% | +10.5% |
| 7D | +22.9% | +1.6% | +21.3% | +21.1% |
| 30D | +16.6% | -4.2% | +20.8% | +21.9% |
| 3M | +2.4% | -5.4% | +7.8% | +7.8% |
| 6M | +98.3% | +12.0% | +86.2% | +82.6% |
| YTD | +120.7% | +42.0% | +78.6% | +64.2% |
| 1Y | +168.3% | +29.9% | +138.4% | +114.2% |
| 3Y | +571.7% | +104.4% | +467.4% | +205.4% |
| All | +571.7% | +101.2% | +470.5% | +205.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling