+531.8%
SMTC vs ITOT
+885.8%
-354.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | +22.5% | -0.4% | +22.8% | +22.9% |
| 30D | +24.9% | -1.6% | +26.5% | +27.6% |
| 3M | +4.1% | +3.5% | +0.5% | +0.5% |
| 6M | +92.6% | +13.1% | +79.4% | +67.7% |
| YTD | +122.5% | +12.7% | +109.8% | +95.6% |
| 1Y | +166.2% | +18.3% | +147.9% | +121.4% |
| 3Y | +577.2% | +76.4% | +500.8% | +271.8% |
| 5Y | +119.0% | +73.8% | +45.2% | +26.5% |
| 10Y | +527.9% | +301.2% | +226.7% | +51.5% |
| All | +531.8% | +885.8% | -354.1% | -43.5% |
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