+212.3%
IEFA vs SMTC
+561.0%
-348.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.5% | +22.5% | -22.9% | -3.8% |
| 30D | -1.1% | +24.9% | -26.0% | -5.3% |
| 3M | +5.1% | +4.1% | +1.0% | +2.4% |
| 6M | +9.3% | +92.6% | -83.2% | -5.2% |
| YTD | +13.0% | +122.5% | -109.5% | -4.9% |
| 1Y | +19.2% | +166.2% | -147.1% | -3.5% |
| 3Y | +67.0% | +577.2% | -510.2% | -0.1% |
| 5Y | +51.1% | +119.0% | -67.9% | +12.6% |
| 10Y | +146.5% | +527.9% | -381.4% | +33.8% |
| All | +212.3% | +561.0% | -348.7% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling