+315.2%
IVV vs SMTC
+434.3%
-119.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -2.1% |
| 7D | +0.1% | +12.7% | -12.6% | -2.1% |
| 30D | +0.1% | +22.0% | -21.9% | -4.4% |
| 3M | +2.0% | -12.7% | +14.7% | +2.3% |
| 6M | +13.0% | +64.8% | -51.7% | -1.4% |
| YTD | +13.6% | +100.7% | -87.1% | -5.1% |
| 1Y | +20.1% | +146.9% | -126.8% | -4.7% |
| 3Y | +77.6% | +456.8% | -379.2% | +3.0% |
| 5Y | +82.5% | +89.2% | -6.8% | +36.9% |
| All | +315.2% | +434.3% | -119.1% | +122.8% |
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 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