+174.6%
SMTC vs SITM
+155.7%
+18.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +2.1% |
| 7D | +13.1% | +3.9% | +9.2% | +10.6% |
| 30D | +19.5% | -6.6% | +26.0% | +24.6% |
| 3M | +2.2% | -11.9% | +14.1% | +8.7% |
| 6M | +94.9% | +81.1% | +13.7% | +51.9% |
| YTD | +127.0% | +80.0% | +47.0% | +76.1% |
| 1Y | +174.6% | +145.8% | +28.7% | +98.6% |
| All | +174.6% | +155.7% | +18.9% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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