+126.7%
EMB vs SMTC
+628.4%
-501.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | +0.5% | -10.9% | +11.4% | +0.9% |
| 30D | +0.9% | -39.4% | +40.3% | +3.0% |
| 3M | -2.1% | -13.5% | +11.4% | -2.2% |
| 6M | -2.2% | -6.8% | +4.6% | -3.3% |
| YTD | -0.6% | +54.0% | -54.6% | -4.7% |
| 1Y | +0.2% | +50.8% | -50.6% | -3.9% |
| 3Y | +29.5% | +677.3% | -647.8% | +9.1% |
| 5Y | +8.0% | +28.7% | -20.7% | -0.2% |
| 10Y | +35.3% | +339.9% | -304.5% | +16.1% |
| All | +126.7% | +628.4% | -501.7% | +91.6% |
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 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