+142.8%
EFA vs SMTC
+548.2%
-405.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.2% |
| 7D | -1.5% | +13.1% | -14.6% | -3.4% |
| 30D | -1.7% | +19.5% | -21.1% | -4.9% |
| 3M | +3.5% | +2.2% | +1.2% | +1.3% |
| 6M | +9.5% | +94.9% | -85.4% | -4.6% |
| YTD | +12.9% | +127.0% | -114.1% | -4.5% |
| 1Y | +18.2% | +174.6% | -156.4% | -3.8% |
| 3Y | +64.8% | +615.9% | -551.1% | -0.7% |
| 5Y | +53.9% | +125.6% | -71.7% | +16.8% |
| All | +142.8% | +548.2% | -405.4% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling