+581.2%
SMTC vs SITM
+423.6%
+157.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -4.1% |
| 7D | +17.5% | +4.8% | +12.7% | +14.5% |
| 30D | +21.3% | -9.7% | +31.0% | +28.8% |
| 3M | +3.1% | -9.3% | +12.5% | +9.0% |
| 6M | +81.7% | +69.5% | +12.2% | +38.0% |
| YTD | +115.9% | +70.5% | +45.4% | +60.2% |
| 1Y | +157.8% | +145.3% | +12.6% | +53.3% |
| All | +581.2% | +423.6% | +157.6% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling