+141.3%
ED vs SMTC
+334.8%
-193.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | +2.1% | -10.9% | +13.0% | +2.2% |
| 30D | +12.4% | -39.4% | +51.8% | +13.0% |
| 3M | +13.1% | -13.5% | +26.7% | +13.1% |
| 6M | +14.1% | -6.8% | +20.9% | +13.5% |
| YTD | +23.1% | +54.0% | -31.0% | +21.0% |
| 1Y | +25.4% | +50.8% | -25.3% | +23.3% |
| 3Y | +47.9% | +677.3% | -629.5% | +29.6% |
| 5Y | +81.9% | +28.7% | +53.1% | +77.5% |
| 10Y | +141.3% | +339.9% | -198.6% | +114.3% |
| All | +141.3% | +334.8% | -193.6% | +114.3% |
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