+309.6%
IVV vs SMTC
+365.8%
-56.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.8% | -10.5% | +0.1% |
| 7D | +0.1% | -4.8% | +4.9% | +0.3% |
| 30D | -3.3% | -37.8% | +34.5% | +3.8% |
| 3M | -2.4% | -16.5% | +14.1% | -2.0% |
| 6M | +2.6% | -4.4% | +7.0% | -1.9% |
| YTD | +11.3% | +58.0% | -46.7% | -4.9% |
| 1Y | +13.4% | +62.0% | -48.6% | -3.9% |
| 3Y | +80.3% | +745.7% | -665.4% | -8.3% |
| 5Y | +72.7% | +29.0% | +43.7% | +38.6% |
| 10Y | +309.6% | +351.4% | -41.7% | +137.1% |
| All | +309.6% | +365.8% | -56.2% | +137.1% |
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 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