+4,298.5%
EMR vs SMTC
+48,322.4%
-44,023.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.9% |
| 7D | +0.7% | -10.9% | +11.6% | +1.6% |
| 30D | +3.5% | -39.4% | +42.9% | +9.0% |
| 3M | +5.9% | -13.5% | +19.5% | +6.1% |
| 6M | +19.4% | -6.8% | +26.3% | +17.1% |
| YTD | +27.7% | +54.0% | -26.3% | +17.2% |
| 1Y | +30.9% | +50.8% | -19.9% | +20.3% |
| 3Y | +104.2% | +677.3% | -573.1% | +47.0% |
| 5Y | +89.6% | +28.7% | +60.9% | +63.3% |
| 10Y | +280.0% | +339.9% | -59.9% | +182.5% |
| All | +4,298.5% | +48,322.4% | -44,023.9% | +2,490.7% |
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