+6,438.2%
EW vs SMTC
+321.8%
+6,116.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -1.1% |
| 7D | -0.3% | +12.7% | -13.1% | -2.0% |
| 30D | +1.0% | +22.0% | -20.9% | -2.3% |
| 3M | +2.8% | -12.7% | +15.5% | +2.7% |
| 6M | +5.5% | +64.8% | -59.3% | -4.6% |
| YTD | +5.5% | +100.7% | -95.2% | -7.5% |
| 1Y | +11.0% | +146.9% | -135.9% | -6.1% |
| 3Y | +17.7% | +456.8% | -439.1% | -18.5% |
| 5Y | -25.7% | +89.2% | -115.0% | -41.1% |
| 10Y | +132.8% | +426.9% | -294.1% | +56.6% |
| All | +6,438.2% | +321.8% | +6,116.4% | +3,891.4% |
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 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