+52.4%
EFA vs SMTC
+112.1%
-59.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | -2.4% | +17.5% | -19.9% | -4.2% |
| 30D | -2.2% | +21.3% | -23.6% | -4.8% |
| 3M | +5.7% | +3.1% | +2.5% | +4.0% |
| 6M | +8.2% | +81.7% | -73.5% | -1.3% |
| YTD | +11.8% | +115.9% | -104.2% | -0.3% |
| 1Y | +18.3% | +157.8% | -139.5% | +2.8% |
| 3Y | +64.9% | +557.3% | -492.4% | +15.3% |
| 5Y | +52.4% | +114.7% | -62.3% | +31.3% |
| All | +52.4% | +112.1% | -59.8% | +31.3% |
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