+854.3%
EEM vs SMTC
+958.6%
-104.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -0.7% |
| 7D | +2.3% | +12.7% | -10.4% | -1.1% |
| 30D | +4.5% | +22.0% | -17.4% | -2.4% |
| 3M | -0.1% | -12.7% | +12.6% | +1.0% |
| 6M | +16.9% | +64.8% | -47.8% | -3.1% |
| YTD | +26.2% | +100.7% | -74.5% | -1.7% |
| 1Y | +40.5% | +146.9% | -106.4% | +1.6% |
| 3Y | +86.2% | +456.8% | -370.6% | -14.8% |
| 5Y | +45.5% | +89.2% | -43.8% | -9.2% |
| 10Y | +128.6% | +426.9% | -298.2% | -17.0% |
| All | +854.3% | +958.6% | -104.4% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling