+119.0%
SMTC vs IT
-45.7%
+164.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +22.5% | -9.1% | +31.6% | +24.7% |
| 30D | +24.9% | -12.2% | +37.0% | +27.6% |
| 3M | +4.1% | +7.8% | -3.7% | -2.1% |
| 6M | +92.6% | +2.0% | +90.6% | +81.0% |
| YTD | +122.5% | -32.7% | +155.2% | +152.7% |
| 1Y | +166.2% | -31.1% | +197.3% | +193.5% |
| 3Y | +577.2% | -52.1% | +629.2% | +836.8% |
| 5Y | +119.0% | -46.3% | +165.2% | +171.0% |
| All | +119.0% | -45.7% | +164.7% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling