+36.5%
EMB vs SMTC
+351.6%
-315.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.5% |
| 7D | -0.7% | +30.5% | -31.2% | -2.2% |
| 30D | +0.5% | -30.9% | +31.4% | +2.2% |
| 3M | -2.5% | -14.7% | +12.2% | -2.5% |
| 6M | -2.0% | -9.6% | +7.6% | -3.1% |
| YTD | -0.9% | +62.1% | -62.9% | -6.0% |
| 1Y | -0.3% | +66.6% | -66.9% | -5.8% |
| 3Y | +29.2% | +718.1% | -688.9% | +3.3% |
| 5Y | +7.4% | +32.8% | -25.4% | -1.3% |
| All | +36.5% | +351.6% | -315.1% | +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