+36.2%
EMB vs SMTC
+333.2%
-297.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | 0.0% |
| 7D | -0.9% | +11.0% | -11.9% | -1.5% |
| 30D | +0.4% | -28.5% | +28.9% | +1.8% |
| 3M | -3.1% | -14.2% | +11.1% | -3.2% |
| 6M | -2.1% | -18.0% | +15.9% | -2.5% |
| YTD | -1.1% | +55.5% | -56.6% | -6.0% |
| 1Y | -0.1% | +69.5% | -69.6% | -5.7% |
| 3Y | +29.6% | +699.7% | -670.1% | +3.6% |
| 5Y | +7.2% | +27.4% | -20.2% | -1.3% |
| All | +36.2% | +333.2% | -297.1% | +14.4% |
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 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