-29.4%
EW vs SMTC
+110.0%
-139.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.0% | -13.5% | -4.6% |
| 7D | -4.4% | +22.9% | -27.4% | -6.6% |
| 30D | -3.3% | +16.6% | -20.0% | -5.5% |
| 3M | +1.0% | +2.4% | -1.4% | -0.7% |
| 6M | +6.2% | +98.3% | -92.0% | -5.1% |
| YTD | +1.7% | +120.7% | -119.0% | -10.6% |
| 1Y | +8.1% | +168.3% | -160.1% | -7.9% |
| 3Y | +17.1% | +571.7% | -554.6% | -21.7% |
| 5Y | -29.4% | +114.0% | -143.4% | -34.4% |
| All | -29.4% | +110.0% | -139.4% | -34.4% |
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 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