+2,207.4%
ED vs SMTC
+62,999.7%
-60,792.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.6% | -1.5% |
| 7D | -0.2% | +12.7% | -12.9% | -0.5% |
| 30D | -0.1% | +22.0% | -22.1% | -0.7% |
| 3M | +3.9% | -12.7% | +16.6% | +3.9% |
| 6M | -3.0% | +64.8% | -67.8% | -4.6% |
| YTD | +10.7% | +100.7% | -90.0% | +8.3% |
| 1Y | +13.3% | +146.9% | -133.6% | +10.2% |
| 3Y | +34.5% | +456.8% | -422.3% | +25.9% |
| 5Y | +67.1% | +89.2% | -22.1% | +60.1% |
| 10Y | +103.0% | +426.9% | -323.8% | +87.2% |
| All | +2,207.4% | +62,999.7% | -60,792.3% | +1,675.6% |
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 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