+340.7%
SMTC vs IT
+90.0%
+250.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.3% |
| 7D | +11.0% | +1.1% | +9.9% | +10.7% |
| 30D | -28.5% | -1.8% | -26.6% | -29.5% |
| 3M | -14.2% | +4.8% | -19.0% | -19.4% |
| 6M | -18.0% | +33.0% | -51.0% | -34.6% |
| YTD | +55.5% | -23.8% | +79.3% | +59.1% |
| 1Y | +69.5% | -16.5% | +86.1% | +63.9% |
| 3Y | +699.7% | -53.6% | +753.3% | +969.2% |
| 5Y | +27.4% | -42.1% | +69.5% | +46.1% |
| All | +340.7% | +90.0% | +250.8% | +149.9% |
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