-30.7%
EFX vs SMTC
+26.3%
-57.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.0% |
| 7D | -0.8% | +11.0% | -11.8% | -1.7% |
| 30D | +25.1% | -28.5% | +53.6% | +27.6% |
| 3M | +1.7% | -14.2% | +15.9% | +0.4% |
| 6M | +18.4% | -18.0% | +36.4% | +15.1% |
| YTD | -12.5% | +55.5% | -68.0% | -24.4% |
| 1Y | -8.1% | +69.5% | -77.6% | -22.0% |
| 3Y | +4.8% | +699.7% | -694.9% | -44.2% |
| All | -30.7% | +26.3% | -57.0% | -34.8% |
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