+296.9%
ETR vs SMTC
+535.4%
-238.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | +0.4% | +22.5% | -22.1% | -1.5% |
| 30D | +2.0% | +24.9% | -22.8% | -0.3% |
| 3M | -1.7% | +4.1% | -5.8% | -3.1% |
| 6M | +3.6% | +92.6% | -89.0% | -4.5% |
| YTD | +18.0% | +122.5% | -104.4% | +7.1% |
| 1Y | +26.2% | +166.2% | -140.0% | +12.0% |
| 3Y | +148.0% | +577.2% | -429.2% | +86.3% |
| 5Y | +126.1% | +119.0% | +7.1% | +93.5% |
| All | +296.9% | +535.4% | -238.5% | +185.0% |
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 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