+590.1%
EWT vs SMTC
+311.7%
+278.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.5% | -3.1% |
| 7D | +1.6% | +22.9% | -21.3% | -3.7% |
| 30D | +8.2% | +16.6% | -8.4% | +3.0% |
| 3M | +11.1% | +2.4% | +8.7% | +8.1% |
| 6M | +60.4% | +98.3% | -37.8% | +30.2% |
| YTD | +75.6% | +120.7% | -45.1% | +38.0% |
| 1Y | +91.3% | +168.3% | -76.9% | +41.7% |
| 3Y | +200.3% | +571.7% | -371.4% | +51.3% |
| 5Y | +156.4% | +114.0% | +42.4% | +67.5% |
| 10Y | +495.8% | +497.0% | -1.2% | +166.4% |
| All | +590.1% | +311.7% | +278.4% | +131.7% |
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