+13,805.6%
ECL vs SMTC
+43,936.3%
-30,130.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.7% | -14.4% | -2.6% |
| 7D | -0.8% | -19.0% | +18.2% | +0.5% |
| 30D | +8.1% | -46.7% | +54.9% | +12.7% |
| 3M | +6.4% | -23.4% | +29.8% | +7.2% |
| 6M | +14.8% | -13.4% | +28.2% | +13.3% |
| YTD | +15.5% | +40.1% | -24.6% | +9.1% |
| 1Y | +20.1% | +47.7% | -27.6% | +12.8% |
| 3Y | +77.8% | +606.9% | -529.2% | +40.9% |
| 5Y | +37.9% | +14.4% | +23.5% | +24.2% |
| 10Y | +202.7% | +322.5% | -119.8% | +144.8% |
| All | +13,805.6% | +43,936.3% | -30,130.7% | +9,013.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling