-14.4%
SMR vs ITOT
+81.7%
-96.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -17.2% |
| 7D | -11.2% | -0.9% | -10.3% | -10.0% |
| 30D | -10.2% | -1.5% | -8.8% | -7.7% |
| 3M | -10.0% | +3.6% | -13.6% | -14.7% |
| 6M | -30.5% | +13.7% | -44.1% | -42.4% |
| YTD | -39.2% | +12.9% | -52.2% | -48.3% |
| 1Y | -75.5% | +17.2% | -92.7% | -79.9% |
| 3Y | +45.4% | +75.6% | -30.2% | -16.6% |
| All | -14.4% | +81.7% | -96.1% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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