-75.5%
SMR vs ITOT
+17.8%
-93.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -19.2% |
| 7D | -11.2% | -0.9% | -10.3% | -8.5% |
| 30D | -10.2% | -1.5% | -8.8% | -4.7% |
| 3M | -10.0% | +3.6% | -13.6% | -22.2% |
| 6M | -30.5% | +13.7% | -44.1% | -56.4% |
| YTD | -39.2% | +12.9% | -52.2% | -60.3% |
| 1Y | -75.5% | +17.2% | -92.7% | -86.8% |
| All | -75.5% | +17.8% | -93.4% | -86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling