+2,446.1%
ED vs SMTC
+49,585.3%
-47,139.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -13.0% | -0.4% |
| 7D | -0.1% | -4.8% | +4.8% | -0.1% |
| 30D | +11.6% | -37.8% | +49.4% | +12.5% |
| 3M | +10.5% | -16.5% | +27.0% | +10.6% |
| 6M | +13.2% | -4.4% | +17.6% | +12.6% |
| YTD | +22.1% | +58.0% | -35.9% | +19.8% |
| 1Y | +24.2% | +62.0% | -37.9% | +21.7% |
| 3Y | +46.9% | +745.7% | -698.8% | +35.5% |
| 5Y | +80.8% | +29.0% | +51.8% | +74.3% |
| 10Y | +134.3% | +351.4% | -217.1% | +116.0% |
| All | +2,446.1% | +49,585.3% | -47,139.2% | +1,863.9% |
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