+38.7%
SMTC vs IT
-41.7%
+80.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.2% | +8.2% | +10.0% |
| 7D | +12.9% | -6.8% | +19.7% | +14.3% |
| 30D | -25.6% | -0.6% | -25.0% | -26.5% |
| 3M | -4.5% | +3.1% | -7.6% | -8.0% |
| 6M | -8.3% | +25.5% | -33.8% | -19.9% |
| YTD | +69.9% | -23.5% | +93.4% | +84.2% |
| 1Y | +73.9% | -16.6% | +90.6% | +78.4% |
| 3Y | +757.7% | -53.1% | +810.8% | +1,166.5% |
| 5Y | +38.7% | -41.4% | +80.2% | +71.0% |
| All | +38.7% | -41.7% | +80.4% | +71.0% |
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