+1.6%
ECL vs SMTC
+168.8%
-167.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -2.7% | +22.5% | -25.2% | -2.7% |
| 30D | -4.3% | +24.9% | -29.2% | -4.3% |
| 3M | +3.2% | +4.1% | -0.9% | +3.8% |
| 6M | -2.9% | +92.6% | -95.5% | -6.2% |
| YTD | +4.3% | +122.5% | -118.2% | +0.5% |
| 1Y | +1.6% | +166.2% | -164.6% | -2.2% |
| All | +1.6% | +168.8% | -167.1% | -2.2% |
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