+131.7%
EMB vs SMTC
+849.2%
-717.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -0.4% |
| 7D | 0.0% | +12.7% | -12.8% | -0.6% |
| 30D | -0.3% | +22.0% | -22.3% | -1.5% |
| 3M | -0.4% | -12.7% | +12.3% | -0.3% |
| 6M | +0.1% | +64.8% | -64.7% | -3.6% |
| YTD | +1.6% | +100.7% | -99.1% | -3.3% |
| 1Y | +5.6% | +146.9% | -141.3% | -0.9% |
| 3Y | +29.8% | +456.8% | -427.0% | +12.3% |
| 5Y | +7.3% | +89.2% | -82.0% | -2.3% |
| 10Y | +30.4% | +426.9% | -396.4% | +11.4% |
| All | +131.7% | +849.2% | -717.5% | +94.4% |
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 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