+7,328.4%
EW vs SMTC
+194.4%
+7,134.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.7% | -11.4% | -0.3% |
| 7D | +11.0% | -19.0% | +30.0% | +13.4% |
| 30D | +19.1% | -46.7% | +65.8% | +27.7% |
| 3M | +14.4% | -23.4% | +37.8% | +15.6% |
| 6M | +22.8% | -13.4% | +36.2% | +19.7% |
| YTD | +19.8% | +40.1% | -20.2% | +8.3% |
| 1Y | +23.9% | +47.7% | -23.8% | +10.8% |
| 3Y | +52.2% | +606.9% | -554.7% | +0.1% |
| 5Y | -13.9% | +14.4% | -28.3% | -28.1% |
| 10Y | +241.9% | +322.5% | -80.6% | +133.3% |
| All | +7,328.4% | +194.4% | +7,134.0% | +4,571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling