+202.3%
ECL vs SMTC
+333.2%
-131.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.1% |
| 7D | +2.9% | +11.0% | -8.2% | +1.4% |
| 30D | +7.5% | -28.5% | +36.0% | +11.0% |
| 3M | +12.2% | -14.2% | +26.5% | +11.7% |
| 6M | +24.6% | -18.0% | +42.6% | +22.3% |
| YTD | +18.8% | +55.5% | -36.7% | +4.0% |
| 1Y | +19.3% | +69.5% | -50.2% | +2.8% |
| 3Y | +78.2% | +699.7% | -621.4% | -1.1% |
| 5Y | +38.8% | +27.4% | +11.4% | +15.1% |
| All | +202.3% | +333.2% | -131.0% | +83.9% |
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