+5,467.6%
SMTC vs IRM
+9,964.6%
-4,497.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.6% | +7.6% | +8.5% |
| 7D | +12.7% | -0.5% | +13.2% | +13.0% |
| 30D | +22.0% | -8.1% | +30.0% | +26.6% |
| 3M | -12.7% | -9.7% | -3.0% | -8.3% |
| 6M | +64.8% | +10.0% | +54.8% | +60.2% |
| YTD | +100.7% | +43.0% | +57.7% | +74.1% |
| 1Y | +146.9% | +32.7% | +114.2% | +121.0% |
| 3Y | +456.8% | +102.7% | +354.1% | +328.2% |
| 5Y | +89.2% | +187.6% | -98.3% | +25.1% |
| 10Y | +426.9% | +420.1% | +6.8% | +166.3% |
| All | +5,467.6% | +9,964.6% | -4,497.0% | +827.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling