+84.1%
EWZ vs SMTC
+493.3%
-409.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.0% | -8.0% | +0.1% |
| 7D | +5.6% | +22.9% | -17.4% | +1.4% |
| 30D | +9.3% | +16.6% | -7.4% | +5.2% |
| 3M | +15.7% | +2.4% | +13.3% | +12.5% |
| 6M | +7.4% | +98.3% | -90.8% | -10.4% |
| YTD | +22.7% | +120.7% | -98.0% | -0.3% |
| 1Y | +36.4% | +168.3% | -131.9% | +5.3% |
| 3Y | +50.4% | +571.7% | -521.3% | -21.6% |
| 5Y | +67.6% | +114.0% | -46.4% | +20.2% |
| 10Y | +84.1% | +497.0% | -412.9% | -13.9% |
| All | +84.1% | +493.3% | -409.2% | -13.9% |
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 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