+143.0%
ED vs SMTC
+351.6%
-208.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.2% |
| 7D | -1.7% | +30.5% | -32.2% | -1.9% |
| 30D | +10.7% | -30.9% | +41.6% | +11.1% |
| 3M | +11.6% | -14.7% | +26.3% | +11.6% |
| 6M | +13.5% | -9.6% | +23.1% | +13.1% |
| YTD | +23.1% | +62.1% | -39.0% | +21.0% |
| 1Y | +23.1% | +66.6% | -43.5% | +20.8% |
| 3Y | +47.9% | +718.1% | -670.1% | +29.6% |
| 5Y | +83.9% | +32.8% | +51.1% | +79.7% |
| All | +143.0% | +351.6% | -208.5% | +118.0% |
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