+738.6%
IVV vs SMTC
+265.3%
+473.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.7% | -12.4% | -2.2% |
| 7D | -2.7% | -19.0% | +16.3% | +0.7% |
| 30D | -5.4% | -46.7% | +41.4% | +5.6% |
| 3M | -4.1% | -23.4% | +19.4% | -1.9% |
| 6M | +0.7% | -13.4% | +14.1% | -1.9% |
| YTD | +8.7% | +40.1% | -31.3% | -5.6% |
| 1Y | +11.0% | +47.7% | -36.7% | -5.1% |
| 3Y | +75.4% | +606.9% | -531.5% | -5.2% |
| 5Y | +68.3% | +14.4% | +53.9% | +30.2% |
| 10Y | +315.5% | +322.5% | -6.9% | +125.7% |
| All | +738.6% | +265.3% | +473.3% | +262.8% |
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 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