+15.1%
EW vs SMTC
+565.9%
-550.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -5.1% | +22.5% | -27.6% | -6.6% |
| 30D | -6.4% | +24.9% | -31.2% | -8.2% |
| 3M | -1.6% | +4.1% | -5.6% | -2.8% |
| 6M | +2.3% | +92.6% | -90.3% | -5.4% |
| YTD | +1.1% | +122.5% | -121.4% | -7.9% |
| 1Y | +8.0% | +166.2% | -158.2% | -3.6% |
| All | +15.1% | +565.9% | -550.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling