+601.8%
SMTC vs IT
-52.2%
+654.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | +22.5% | -9.1% | +31.6% | +23.0% |
| 30D | +24.9% | -12.2% | +37.0% | +25.7% |
| 3M | +4.1% | +7.8% | -3.7% | +2.1% |
| 6M | +92.6% | +2.0% | +90.6% | +89.0% |
| YTD | +122.5% | -32.7% | +155.2% | +153.9% |
| 1Y | +166.2% | -31.1% | +197.3% | +196.8% |
| All | +601.8% | -52.2% | +654.0% | +986.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling