-36.6%
EFX vs SMTC
+116.8%
-153.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -9.4% | +22.5% | -31.9% | -11.5% |
| 30D | -6.9% | +24.9% | -31.8% | -9.8% |
| 3M | +0.1% | +4.1% | -4.0% | -2.1% |
| 6M | -17.3% | +92.6% | -109.9% | -27.8% |
| YTD | -21.8% | +122.5% | -144.3% | -33.7% |
| 1Y | -32.5% | +166.2% | -198.8% | -45.1% |
| 3Y | -12.3% | +577.2% | -589.5% | -48.4% |
| 5Y | -36.6% | +119.0% | -155.6% | -46.0% |
| All | -36.6% | +116.8% | -153.4% | -46.0% |
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