-14.6%
EW vs SMTC
+13.5%
-28.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.7% | -11.4% | +0.1% |
| 7D | +11.0% | -19.0% | +30.0% | +12.7% |
| 30D | +19.1% | -46.7% | +65.8% | +25.5% |
| 3M | +14.4% | -23.4% | +37.8% | +15.1% |
| 6M | +22.8% | -13.4% | +36.2% | +19.6% |
| YTD | +19.8% | +40.1% | -20.2% | +8.8% |
| 1Y | +23.9% | +47.7% | -23.8% | +11.5% |
| 3Y | +52.2% | +606.9% | -554.7% | -3.6% |
| All | -14.6% | +13.5% | -28.0% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling