+87.7%
EEM vs SMTC
+565.9%
-478.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +2.0% | +22.5% | -20.5% | -0.7% |
| 30D | +5.1% | +24.9% | -19.8% | +1.7% |
| 3M | +4.6% | +4.1% | +0.5% | +2.9% |
| 6M | +17.8% | +92.6% | -74.8% | +7.6% |
| YTD | +25.8% | +122.5% | -96.7% | +13.2% |
| 1Y | +36.4% | +166.2% | -129.8% | +20.2% |
| All | +87.7% | +565.9% | -478.2% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling