+741.9%
IWM vs SMTC
+330.0%
+411.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.7% | -11.8% | -2.3% |
| 7D | -2.0% | -19.0% | +16.9% | +2.4% |
| 30D | -1.5% | -46.7% | +45.3% | +13.6% |
| 3M | -8.0% | -23.4% | +15.4% | -5.5% |
| 6M | -4.1% | -13.4% | +9.3% | -7.6% |
| YTD | +11.9% | +40.1% | -28.1% | -7.0% |
| 1Y | +15.0% | +47.7% | -32.7% | -6.2% |
| 3Y | +64.2% | +606.9% | -542.7% | -26.3% |
| 5Y | +20.4% | +14.4% | +6.0% | -13.5% |
| 10Y | +168.0% | +322.5% | -154.5% | +23.6% |
| All | +741.9% | +330.0% | +411.9% | +202.4% |
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 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