+218.0%
IAU vs SMTC
+516.8%
-298.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.7% |
| 7D | -3.4% | +17.5% | -20.9% | -3.7% |
| 30D | -1.1% | +21.3% | -22.4% | -1.6% |
| 3M | +5.8% | +3.1% | +2.7% | +5.5% |
| 6M | -16.9% | +81.7% | -98.6% | -18.2% |
| YTD | +0.1% | +115.9% | -115.8% | -1.6% |
| 1Y | +18.4% | +157.8% | -139.4% | +16.0% |
| 3Y | +123.6% | +557.3% | -433.7% | +115.3% |
| 5Y | +138.7% | +114.7% | +24.1% | +130.5% |
| All | +218.0% | +516.8% | -298.8% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling