+38.9%
EFX vs SMTC
+516.8%
-477.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -11.1% | +17.5% | -28.7% | -13.4% |
| 30D | -7.4% | +21.3% | -28.7% | -10.9% |
| 3M | +1.5% | +3.1% | -1.7% | -1.6% |
| 6M | -13.7% | +81.7% | -95.4% | -25.8% |
| YTD | -21.9% | +115.9% | -137.8% | -35.3% |
| 1Y | -30.8% | +157.8% | -188.6% | -45.3% |
| 3Y | -12.4% | +557.3% | -569.7% | -50.1% |
| 5Y | -35.9% | +114.7% | -150.6% | -53.7% |
| All | +38.9% | +516.8% | -477.9% | -23.4% |
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