-2.1%
EMB vs SMTC
-17.9%
+15.9%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | -0.2% |
| 7D | -0.9% | +11.0% | -11.9% | -1.0% |
| 30D | +0.4% | -28.5% | +28.9% | +0.6% |
| 3M | -3.1% | -14.2% | +11.1% | -3.2% |
| 6M | -2.1% | -18.0% | +15.9% | -2.6% |
| All | -2.1% | -17.9% | +15.9% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling