+17.0%
IEFA vs SMTC
+70.8%
-53.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -12.9% | +15.4% | +3.4% |
| 7D | +1.9% | -24.5% | +26.4% | +3.9% |
| 30D | +1.4% | -42.5% | +43.9% | +5.6% |
| 3M | -1.4% | -14.1% | +12.7% | -1.7% |
| 6M | +6.3% | +3.6% | +2.7% | +2.0% |
| YTD | +11.9% | +50.6% | -38.7% | +1.8% |
| 1Y | +17.0% | +72.2% | -55.3% | +4.3% |
| All | +17.0% | +70.8% | -53.9% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling