+277.4%
EMR vs SMTC
+504.7%
-227.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +0.9% | +22.5% | -21.6% | -3.6% |
| 30D | -5.0% | +24.9% | -29.8% | -10.3% |
| 3M | +5.9% | +4.1% | +1.8% | +2.3% |
| 6M | +7.3% | +92.6% | -85.2% | -11.6% |
| YTD | +14.6% | +122.5% | -107.9% | -9.2% |
| 1Y | +15.6% | +166.2% | -150.6% | -13.0% |
| 3Y | +60.2% | +577.2% | -517.0% | -18.1% |
| 5Y | +65.8% | +119.0% | -53.1% | +14.3% |
| 10Y | +277.4% | +527.9% | -250.5% | +77.0% |
| All | +277.4% | +504.7% | -227.3% | +77.0% |
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