+707.1%
IYR vs SMTC
+217.2%
+489.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +0.7% |
| 7D | +0.6% | +11.0% | -10.4% | -1.2% |
| 30D | +6.6% | -28.5% | +35.1% | +10.6% |
| 3M | -1.8% | -14.2% | +12.4% | -2.3% |
| 6M | +1.4% | -18.0% | +19.4% | -0.4% |
| YTD | +10.5% | +55.5% | -45.0% | -3.8% |
| 1Y | +10.6% | +69.5% | -58.9% | -5.4% |
| 3Y | +41.8% | +699.7% | -657.8% | -17.1% |
| 5Y | +6.0% | +27.4% | -21.4% | -16.8% |
| 10Y | +86.7% | +335.7% | -249.0% | +9.9% |
| All | +707.1% | +217.2% | +489.9% | +307.2% |
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