+46.7%
EEM vs SMTC
+118.6%
-71.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +2.0% | +22.5% | -20.5% | -1.1% |
| 30D | +5.1% | +24.9% | -19.8% | +1.3% |
| 3M | +4.6% | +4.1% | +0.5% | +2.6% |
| 6M | +17.8% | +92.6% | -74.8% | +5.6% |
| YTD | +25.8% | +122.5% | -96.7% | +10.6% |
| 1Y | +36.4% | +166.2% | -129.8% | +16.6% |
| 3Y | +90.0% | +577.2% | -487.2% | +30.2% |
| All | +46.7% | +118.6% | -71.8% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling