+30.0%
ECL vs SMTC
+91.8%
-61.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.7% |
| 7D | -2.6% | +12.7% | -15.4% | -3.6% |
| 30D | -2.2% | +22.0% | -24.1% | -4.3% |
| 3M | +10.1% | -12.7% | +22.8% | +10.3% |
| 6M | -5.7% | +64.8% | -70.5% | -12.4% |
| YTD | +7.0% | +100.7% | -93.7% | -2.9% |
| 1Y | +2.7% | +146.9% | -144.2% | -9.4% |
| 3Y | +57.7% | +456.8% | -399.1% | +14.2% |
| All | +30.0% | +91.8% | -61.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling