+119.0%
SMTC vs IRM
+190.5%
-71.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.3% |
| 7D | +22.5% | +3.0% | +19.5% | +19.9% |
| 30D | +24.9% | -5.2% | +30.1% | +30.5% |
| 3M | +4.1% | -8.0% | +12.1% | +11.0% |
| 6M | +92.6% | +9.2% | +83.4% | +83.9% |
| YTD | +122.5% | +41.0% | +81.5% | +77.4% |
| 1Y | +166.2% | +23.3% | +143.0% | +132.2% |
| 3Y | +577.2% | +102.8% | +474.3% | +342.9% |
| 5Y | +119.0% | +192.8% | -73.8% | +16.7% |
| All | +119.0% | +190.5% | -71.5% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling