+30.8%
EMB vs SMTC
+535.4%
-504.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | 0.0% | +22.5% | -22.5% | -1.2% |
| 30D | -0.3% | +24.9% | -25.2% | -1.8% |
| 3M | -0.3% | +4.1% | -4.4% | -1.2% |
| 6M | +0.7% | +92.6% | -91.8% | -4.6% |
| YTD | +1.3% | +122.5% | -121.2% | -5.1% |
| 1Y | +4.7% | +166.2% | -161.5% | -3.4% |
| 3Y | +30.1% | +577.2% | -547.1% | +6.9% |
| 5Y | +6.9% | +119.0% | -112.1% | -4.6% |
| All | +30.8% | +535.4% | -504.7% | +6.2% |
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