+291.6%
ETR vs SMTC
+516.8%
-225.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | -1.9% | +17.5% | -19.4% | -3.4% |
| 30D | -0.2% | +21.3% | -21.5% | -2.3% |
| 3M | -3.7% | +3.1% | -6.9% | -5.0% |
| 6M | +2.1% | +81.7% | -79.6% | -5.3% |
| YTD | +16.5% | +115.9% | -99.5% | +5.9% |
| 1Y | +22.5% | +157.8% | -135.3% | +9.0% |
| 3Y | +144.7% | +557.3% | -412.6% | +84.3% |
| 5Y | +125.2% | +114.7% | +10.5% | +92.9% |
| All | +291.6% | +516.8% | -225.2% | +182.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling