+236.1%
EW vs SMTC
+334.8%
-98.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.3% |
| 7D | +9.3% | -10.9% | +20.2% | +10.4% |
| 30D | +22.1% | -39.4% | +61.5% | +30.0% |
| 3M | +13.0% | -13.5% | +26.6% | +12.1% |
| 6M | +30.1% | -6.8% | +36.9% | +24.0% |
| YTD | +22.0% | +54.0% | -32.0% | +4.6% |
| 1Y | +23.7% | +50.8% | -27.1% | +6.1% |
| 3Y | +62.0% | +677.3% | -615.3% | -15.9% |
| 5Y | -12.4% | +28.7% | -41.2% | -29.0% |
| 10Y | +236.1% | +339.9% | -103.8% | +97.8% |
| All | +236.1% | +334.8% | -98.8% | +97.8% |
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