+6,459.5%
EFX vs SMTC
+62,999.7%
-56,540.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.2% | -15.6% | -7.3% |
| 7D | -8.6% | +12.7% | -21.4% | -9.8% |
| 30D | +0.1% | +22.0% | -21.9% | -2.5% |
| 3M | +3.8% | -12.7% | +16.5% | +3.3% |
| 6M | -13.5% | +64.8% | -78.3% | -20.1% |
| YTD | -17.7% | +100.7% | -118.4% | -25.7% |
| 1Y | -25.6% | +146.9% | -172.5% | -34.7% |
| 3Y | -12.1% | +456.8% | -468.9% | -32.7% |
| 5Y | -33.8% | +89.2% | -123.0% | -44.3% |
| 10Y | +45.1% | +426.9% | -381.7% | +8.2% |
| All | +6,459.5% | +62,999.7% | -56,540.2% | +3,736.3% |
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