+69.2%
IWM vs SMTC
+606.0%
-536.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.7% | -11.8% | -0.8% |
| 7D | -2.0% | -19.0% | +16.9% | +0.4% |
| 30D | -1.5% | -46.7% | +45.3% | +6.5% |
| 3M | -8.0% | -23.4% | +15.4% | -6.6% |
| 6M | -4.1% | -13.4% | +9.3% | -6.0% |
| YTD | +11.9% | +40.1% | -28.1% | +0.6% |
| 1Y | +15.0% | +47.7% | -32.7% | +2.3% |
| All | +69.2% | +606.0% | -536.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling