+303.5%
EWY vs SMTC
+548.2%
-244.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.8% | +1.9% |
| 7D | -0.1% | +13.1% | -13.2% | -3.3% |
| 30D | +7.3% | +19.5% | -12.2% | +1.9% |
| 3M | -5.1% | +2.2% | -7.4% | -6.8% |
| 6M | +42.1% | +94.9% | -52.8% | +19.5% |
| YTD | +94.1% | +127.0% | -32.8% | +57.4% |
| 1Y | +147.8% | +174.6% | -26.7% | +90.7% |
| 3Y | +222.9% | +615.9% | -393.0% | +68.2% |
| 5Y | +150.6% | +125.6% | +25.0% | +76.9% |
| All | +303.5% | +548.2% | -244.7% | +99.2% |
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