+193.5%
ECL vs SMTC
+334.8%
-141.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | +0.4% | -10.9% | +11.4% | +1.4% |
| 30D | +8.6% | -39.4% | +48.0% | +14.5% |
| 3M | +7.9% | -13.5% | +21.4% | +7.3% |
| 6M | +21.0% | -6.8% | +27.9% | +16.4% |
| YTD | +17.5% | +54.0% | -36.5% | +3.2% |
| 1Y | +19.7% | +50.8% | -31.1% | +5.0% |
| 3Y | +77.4% | +677.3% | -599.9% | -0.9% |
| 5Y | +38.7% | +28.7% | +10.0% | +14.6% |
| 10Y | +193.5% | +339.9% | -146.4% | +76.7% |
| All | +193.5% | +334.8% | -141.3% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling