+229.9%
SMTC vs SITM
+4,507.3%
-4,277.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.1% | +12.1% | +10.8% |
| 7D | +22.9% | +8.4% | +14.6% | +19.1% |
| 30D | +16.6% | -17.4% | +34.1% | +26.4% |
| 3M | +2.4% | -9.8% | +12.2% | +7.6% |
| 6M | +98.3% | +83.0% | +15.3% | +59.0% |
| YTD | +120.7% | +69.6% | +51.1% | +79.9% |
| 1Y | +168.3% | +144.9% | +23.4% | +87.6% |
| 3Y | +571.7% | +429.9% | +141.8% | +250.1% |
| 5Y | +114.0% | +169.2% | -55.2% | +21.1% |
| All | +229.9% | +4,507.3% | -4,277.4% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling