+32.3%
EEM vs SMTC
+169.6%
-137.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.3% |
| 7D | -1.3% | +13.1% | -14.3% | -3.7% |
| 30D | +2.1% | +19.5% | -17.4% | -2.0% |
| 3M | +1.0% | +2.2% | -1.2% | -1.2% |
| 6M | +15.9% | +94.9% | -79.0% | -0.2% |
| YTD | +24.6% | +127.0% | -102.3% | +5.3% |
| 1Y | +32.3% | +174.6% | -142.3% | +10.3% |
| All | +32.3% | +169.6% | -137.3% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling