+144.6%
IEFA vs SMTC
+548.2%
-403.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.2% |
| 7D | -1.6% | +13.1% | -14.6% | -3.5% |
| 30D | -1.5% | +19.5% | -21.0% | -4.8% |
| 3M | +3.4% | +2.2% | +1.2% | +1.2% |
| 6M | +9.5% | +94.9% | -85.4% | -4.6% |
| YTD | +13.0% | +127.0% | -113.9% | -4.4% |
| 1Y | +18.0% | +174.6% | -156.6% | -4.0% |
| 3Y | +65.4% | +615.9% | -550.6% | -0.6% |
| 5Y | +51.6% | +125.6% | -74.0% | +14.9% |
| All | +144.6% | +548.2% | -403.6% | +43.2% |
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