+120.1%
SMTC vs SITM
+187.3%
-67.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +2.5% |
| 7D | +13.1% | +3.9% | +9.2% | +10.9% |
| 30D | +19.5% | -6.6% | +26.0% | +23.9% |
| 3M | +2.2% | -11.9% | +14.1% | +8.9% |
| 6M | +94.9% | +81.1% | +13.7% | +49.0% |
| YTD | +127.0% | +80.0% | +47.0% | +71.2% |
| 1Y | +174.6% | +145.8% | +28.7% | +75.9% |
| 3Y | +615.9% | +475.9% | +140.0% | +205.6% |
| All | +120.1% | +187.3% | -67.2% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling