+808.3%
IWM vs SMTC
+516.2%
+292.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -2.1% |
| 7D | +0.1% | +12.7% | -12.7% | -3.1% |
| 30D | -1.3% | +22.0% | -23.2% | -7.5% |
| 3M | +1.6% | -12.7% | +14.3% | +1.9% |
| 6M | +13.6% | +64.8% | -51.2% | -5.9% |
| YTD | +20.8% | +100.7% | -79.9% | -5.7% |
| 1Y | +26.4% | +146.9% | -120.5% | -7.8% |
| 3Y | +60.7% | +456.8% | -396.1% | -20.6% |
| 5Y | +38.2% | +89.2% | -51.0% | -10.7% |
| 10Y | +169.5% | +426.9% | -257.4% | +21.3% |
| All | +808.3% | +516.2% | +292.1% | +206.5% |
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