+105.0%
ED vs SMTC
+516.8%
-411.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.7% |
| 7D | -1.9% | +17.5% | -19.4% | -2.1% |
| 30D | +0.1% | +21.3% | -21.2% | -0.2% |
| 3M | 0.0% | +3.1% | -3.1% | -0.2% |
| 6M | -2.5% | +81.7% | -84.2% | -4.0% |
| YTD | +10.1% | +115.9% | -105.8% | +7.9% |
| 1Y | +13.6% | +157.8% | -144.2% | +10.7% |
| 3Y | +32.4% | +557.3% | -524.8% | +19.3% |
| 5Y | +69.9% | +114.7% | -44.8% | +62.7% |
| All | +105.0% | +516.8% | -411.8% | +78.8% |
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 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