+5.7%
IYR vs SMTC
+116.8%
-111.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.9% | +22.5% | -23.4% | -2.7% |
| 30D | -2.4% | +24.9% | -27.2% | -4.5% |
| 3M | -2.0% | +4.1% | -6.1% | -3.3% |
| 6M | +2.5% | +92.6% | -90.1% | -5.9% |
| YTD | +8.3% | +122.5% | -114.2% | -2.4% |
| 1Y | +6.5% | +166.2% | -159.8% | -6.4% |
| 3Y | +29.3% | +577.2% | -547.8% | -8.8% |
| 5Y | +5.7% | +119.0% | -113.3% | -8.5% |
| All | +5.7% | +116.8% | -111.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling