+699.9%
IYR vs SMTC
+350.2%
+349.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.0% | -1.6% |
| 7D | -0.4% | +22.9% | -23.3% | -3.7% |
| 30D | -2.5% | +16.6% | -19.2% | -5.5% |
| 3M | +1.5% | +2.4% | -1.0% | -1.2% |
| 6M | +3.9% | +98.3% | -94.4% | -10.5% |
| YTD | +9.5% | +120.7% | -111.1% | -7.8% |
| 1Y | +7.5% | +168.3% | -160.8% | -13.2% |
| 3Y | +30.8% | +571.7% | -540.9% | -19.3% |
| 5Y | +4.8% | +114.0% | -109.2% | -23.0% |
| 10Y | +64.3% | +497.0% | -432.7% | -5.9% |
| All | +699.9% | +350.2% | +349.7% | +290.5% |
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