+23.1%
ECL vs SMTC
+70.8%
-47.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.9% | +16.3% | +3.1% |
| 7D | +7.7% | -24.5% | +32.2% | +7.2% |
| 30D | +13.7% | -42.5% | +56.2% | +13.0% |
| 3M | +11.6% | -14.1% | +25.6% | +11.0% |
| 6M | +23.9% | +3.6% | +20.3% | +20.4% |
| YTD | +21.0% | +50.6% | -29.6% | +14.4% |
| 1Y | +23.1% | +72.2% | -49.1% | +14.8% |
| All | +23.1% | +70.8% | -47.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling