+1,244.2%
EWY vs SMTC
+521.0%
+723.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | -2.2% |
| 7D | +8.0% | +22.9% | -14.9% | +1.8% |
| 30D | +14.3% | +16.6% | -2.3% | +8.7% |
| 3M | +2.3% | +2.4% | -0.1% | +0.6% |
| 6M | +49.9% | +98.3% | -48.4% | +22.2% |
| YTD | +95.3% | +120.7% | -25.3% | +54.3% |
| 1Y | +161.7% | +168.3% | -6.5% | +93.8% |
| 3Y | +230.2% | +571.7% | -341.5% | +60.3% |
| 5Y | +148.1% | +114.0% | +34.1% | +59.6% |
| 10Y | +293.2% | +497.0% | -203.8% | +71.0% |
| All | +1,244.2% | +521.0% | +723.2% | +308.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling