+280.4%
EMR vs SMTC
+333.2%
-52.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.9% |
| 7D | +2.8% | +11.0% | -8.2% | +0.3% |
| 30D | +3.7% | -28.5% | +32.2% | +9.6% |
| 3M | +2.0% | -14.2% | +16.2% | +2.1% |
| 6M | +22.1% | -18.0% | +40.1% | +20.4% |
| YTD | +27.2% | +55.5% | -28.3% | +6.5% |
| 1Y | +32.0% | +69.5% | -37.5% | +7.9% |
| 3Y | +103.3% | +699.7% | -596.4% | -3.9% |
| 5Y | +88.2% | +27.4% | +60.8% | +46.4% |
| All | +280.4% | +333.2% | -52.9% | +107.5% |
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