+18.9%
IWM vs SMTC
+70.8%
-51.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.9% | +14.4% | +2.9% |
| 7D | +1.0% | -24.5% | +25.5% | +3.9% |
| 30D | +0.2% | -42.5% | +42.7% | +6.1% |
| 3M | -5.6% | -14.1% | +8.5% | -6.0% |
| 6M | +2.7% | +3.6% | -0.9% | -2.9% |
| YTD | +16.2% | +50.6% | -34.4% | +1.0% |
| 1Y | +18.9% | +72.2% | -53.3% | -0.4% |
| All | +18.9% | +70.8% | -51.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling