+49.5%
EQT vs SMTC
+516.8%
-467.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | -1.2% | +17.5% | -18.7% | -3.8% |
| 30D | +1.1% | +21.3% | -20.2% | -2.7% |
| 3M | +4.8% | +3.1% | +1.7% | +2.1% |
| 6M | -10.6% | +81.7% | -92.3% | -22.4% |
| YTD | +3.4% | +115.9% | -112.5% | -13.5% |
| 1Y | +8.7% | +157.8% | -149.2% | -12.9% |
| 3Y | +35.0% | +557.3% | -522.3% | -20.9% |
| 5Y | +204.2% | +114.7% | +89.6% | +125.5% |
| All | +49.5% | +516.8% | -467.2% | -18.5% |
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