+63.7%
IEFA vs SMTC
+546.3%
-482.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -2.4% | +17.5% | -19.9% | -3.8% |
| 30D | -2.1% | +21.3% | -23.4% | -4.0% |
| 3M | +5.5% | +3.1% | +2.4% | +4.2% |
| 6M | +8.1% | +81.7% | -73.6% | +0.9% |
| YTD | +11.9% | +115.9% | -104.0% | +2.8% |
| 1Y | +18.1% | +157.8% | -139.7% | +6.5% |
| All | +63.7% | +546.3% | -482.6% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling