+856.1%
EEM vs SMTC
+1,064.1%
-208.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.0% | -9.8% | -2.6% |
| 7D | +3.1% | +22.9% | -19.9% | -2.9% |
| 30D | +4.9% | +16.6% | -11.8% | -0.7% |
| 3M | +5.2% | +2.4% | +2.8% | +1.6% |
| 6M | +20.7% | +98.3% | -77.6% | -5.1% |
| YTD | +26.5% | +120.7% | -94.2% | -4.2% |
| 1Y | +37.8% | +168.3% | -130.4% | -2.7% |
| 3Y | +91.0% | +571.7% | -480.7% | -17.7% |
| 5Y | +47.0% | +114.0% | -67.0% | -11.7% |
| 10Y | +125.6% | +497.0% | -371.4% | -21.3% |
| All | +856.1% | +1,064.1% | -208.0% | +111.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling