-4.5%
SMTC vs IT
+1.0%
-5.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.2% | +12.0% |
| 7D | +12.9% | -6.8% | +19.7% | +6.0% |
| 30D | -25.6% | -0.6% | -25.0% | -22.1% |
| 3M | -4.5% | +3.1% | -7.6% | +5.5% |
| All | -4.5% | +1.0% | -5.6% | +5.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling