+499.6%
SMTC vs IT
+92.9%
+406.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.1% |
| 7D | +17.5% | -12.7% | +30.2% | +22.8% |
| 30D | +21.3% | -8.9% | +30.2% | +23.5% |
| 3M | +3.1% | +10.1% | -7.0% | -6.9% |
| 6M | +81.7% | +7.3% | +74.4% | +61.5% |
| YTD | +115.9% | -32.4% | +148.3% | +137.8% |
| 1Y | +157.8% | -26.6% | +184.5% | +167.1% |
| 3Y | +557.3% | -51.8% | +609.1% | +754.1% |
| 5Y | +114.7% | -45.6% | +160.3% | +155.7% |
| All | +499.6% | +92.9% | +406.6% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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