+192.2%
EWT vs SMTC
+546.3%
-354.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.0% |
| 7D | -1.1% | +17.5% | -18.6% | -4.0% |
| 30D | +4.8% | +21.3% | -16.5% | +0.6% |
| 3M | +11.1% | +3.1% | +8.0% | +8.9% |
| 6M | +54.6% | +81.7% | -27.1% | +37.4% |
| YTD | +71.4% | +115.9% | -44.5% | +48.1% |
| 1Y | +82.1% | +157.8% | -75.7% | +52.6% |
| All | +192.2% | +546.3% | -354.1% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling