+66.9%
IYR vs SMTC
+548.2%
-481.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.1% |
| 7D | -1.4% | +13.1% | -14.4% | -3.0% |
| 30D | -2.7% | +19.5% | -22.1% | -5.4% |
| 3M | -2.1% | +2.2% | -4.4% | -4.0% |
| 6M | +3.6% | +94.9% | -91.3% | -8.5% |
| YTD | +8.1% | +127.0% | -118.8% | -7.1% |
| 1Y | +4.7% | +174.6% | -169.9% | -13.2% |
| 3Y | +29.1% | +615.9% | -586.8% | -19.4% |
| 5Y | +6.9% | +125.6% | -118.7% | -18.0% |
| All | +66.9% | +548.2% | -481.3% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling