+157.8%
SMTC vs IT
-30.3%
+188.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -2.8% |
| 7D | +17.5% | -12.7% | +30.2% | +13.7% |
| 30D | +21.3% | -8.9% | +30.2% | +19.2% |
| 3M | +3.1% | +10.1% | -7.0% | +9.7% |
| 6M | +81.7% | +7.3% | +74.4% | +91.9% |
| YTD | +115.9% | -32.4% | +148.3% | +131.1% |
| 1Y | +157.8% | -26.6% | +184.5% | +179.0% |
| All | +157.8% | -30.3% | +188.2% | +179.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling