+1,045.0%
IJH vs SMTC
+563.0%
+482.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | -2.5% | +17.5% | -20.0% | -6.4% |
| 30D | -5.0% | +21.3% | -26.3% | -10.2% |
| 3M | +0.5% | +3.1% | -2.6% | -3.1% |
| 6M | +8.2% | +81.7% | -73.5% | -10.9% |
| YTD | +12.4% | +115.9% | -103.5% | -11.8% |
| 1Y | +14.4% | +157.8% | -143.4% | -15.1% |
| 3Y | +49.5% | +557.3% | -507.8% | -24.5% |
| 5Y | +47.8% | +114.7% | -66.9% | -4.0% |
| 10Y | +180.4% | +509.5% | -329.1% | +30.3% |
| All | +1,045.0% | +563.0% | +482.0% | +307.2% |
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 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