+372.7%
ETR vs SMTC
+333.2%
+39.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.2% |
| 7D | +1.2% | +11.0% | -9.9% | +0.1% |
| 30D | +7.0% | -28.5% | +35.5% | +9.4% |
| 3M | +4.6% | -14.2% | +18.8% | +4.5% |
| 6M | +0.1% | -18.0% | +18.1% | -0.6% |
| YTD | +23.2% | +55.5% | -32.3% | +14.1% |
| 1Y | +20.6% | +69.5% | -49.0% | +10.6% |
| 3Y | +156.3% | +699.7% | -543.4% | +84.4% |
| 5Y | +159.6% | +27.4% | +132.2% | +135.2% |
| All | +372.7% | +333.2% | +39.5% | +248.7% |
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 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