+7.5%
SMR vs ITOT
+81.4%
-73.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.3% |
| 7D | +13.1% | -0.4% | +13.4% | +13.7% |
| 30D | +17.8% | -1.6% | +19.3% | +21.5% |
| 3M | +8.1% | +3.5% | +4.6% | +2.9% |
| 6M | -11.1% | +13.1% | -24.2% | -25.5% |
| YTD | -23.7% | +12.7% | -36.4% | -34.7% |
| 1Y | -69.4% | +18.3% | -87.7% | -75.2% |
| 3Y | +82.6% | +76.4% | +6.2% | +5.0% |
| All | +7.5% | +81.4% | -73.9% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling