+57.6%
ECL vs SMTC
+556.3%
-498.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.4% | -0.8% |
| 7D | -0.8% | +22.9% | -23.7% | -1.6% |
| 30D | -2.5% | +16.6% | -19.1% | -3.3% |
| 3M | +8.3% | +2.4% | +5.9% | +7.8% |
| 6M | -1.1% | +98.3% | -99.4% | -5.9% |
| YTD | +6.5% | +120.7% | -114.2% | +0.6% |
| 1Y | +2.1% | +168.3% | -166.2% | -5.0% |
| 3Y | +57.6% | +571.7% | -514.1% | +30.8% |
| All | +57.6% | +556.3% | -498.6% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling