+513.6%
EWT vs SMTC
+548.2%
-34.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.7% |
| 7D | -1.1% | +13.1% | -14.2% | -3.8% |
| 30D | +4.5% | +19.5% | -15.0% | -0.2% |
| 3M | +8.3% | +2.2% | +6.0% | +5.8% |
| 6M | +54.2% | +94.9% | -40.6% | +30.3% |
| YTD | +74.6% | +127.0% | -52.4% | +42.4% |
| 1Y | +84.9% | +174.6% | -89.7% | +43.8% |
| 3Y | +197.5% | +615.9% | -418.4% | +65.7% |
| 5Y | +150.6% | +125.6% | +25.0% | +79.8% |
| All | +513.6% | +548.2% | -34.6% | +229.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling