+1,236.8%
EWY vs SMTC
+464.7%
+772.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.2% | -4.6% | +2.0% |
| 7D | +4.8% | +12.7% | -7.9% | +1.4% |
| 30D | +11.7% | +22.0% | -10.3% | +4.7% |
| 3M | -7.4% | -12.7% | +5.3% | -4.5% |
| 6M | +40.6% | +64.8% | -24.2% | +20.7% |
| YTD | +94.3% | +100.7% | -6.4% | +57.8% |
| 1Y | +164.3% | +146.9% | +17.4% | +100.6% |
| 3Y | +221.0% | +456.8% | -235.8% | +64.6% |
| 5Y | +139.1% | +89.2% | +49.9% | +59.5% |
| 10Y | +298.8% | +426.9% | -128.1% | +79.9% |
| All | +1,236.8% | +464.7% | +772.1% | +318.1% |
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