+6,869.6%
EFX vs SMTC
+48,791.7%
-41,922.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.1% |
| 7D | -0.8% | +11.0% | -11.8% | -1.9% |
| 30D | +25.1% | -28.5% | +53.6% | +27.7% |
| 3M | +1.7% | -14.2% | +15.9% | +0.9% |
| 6M | +18.4% | -18.0% | +36.4% | +16.1% |
| YTD | -12.5% | +55.5% | -68.0% | -20.5% |
| 1Y | -8.1% | +69.5% | -77.6% | -17.4% |
| 3Y | +4.8% | +699.7% | -694.9% | -23.7% |
| 5Y | -30.1% | +27.4% | -57.5% | -40.0% |
| 10Y | +81.5% | +335.7% | -254.3% | +35.6% |
| All | +6,869.6% | +48,791.7% | -41,922.1% | +4,006.4% |
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 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