-8.9%
EEM vs SMTC
-17.9%
+9.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.4% |
| 7D | +2.7% | +11.0% | -8.3% | +0.4% |
| 30D | -5.4% | -28.5% | +23.1% | -0.4% |
| 3M | -8.6% | -14.2% | +5.6% | -8.8% |
| 6M | -8.9% | -18.0% | +9.1% | -9.9% |
| All | -8.9% | -17.9% | +9.0% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling