+393.0%
EFA vs SMTC
+334.6%
+58.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -2.6% |
| 7D | +1.2% | +22.9% | -21.8% | -3.2% |
| 30D | -0.7% | +16.6% | -17.4% | -4.7% |
| 3M | +6.4% | +2.4% | +4.0% | +3.2% |
| 6M | +11.4% | +98.3% | -86.9% | -7.5% |
| YTD | +14.0% | +120.7% | -106.7% | -8.0% |
| 1Y | +20.2% | +168.3% | -148.0% | -8.0% |
| 3Y | +68.2% | +571.7% | -503.5% | -9.5% |
| 5Y | +54.8% | +114.0% | -59.2% | +5.4% |
| 10Y | +142.4% | +497.0% | -354.6% | +16.2% |
| All | +393.0% | +334.6% | +58.5% | +103.1% |
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 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