+44.7%
EWZ vs SMTC
+463.0%
-418.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.5% |
| 7D | +6.5% | +12.7% | -6.2% | +5.4% |
| 30D | +4.8% | +22.0% | -17.1% | +2.7% |
| 3M | +9.9% | -12.7% | +22.6% | +10.1% |
| 6M | +1.9% | +64.8% | -62.8% | -4.2% |
| YTD | +20.3% | +100.7% | -80.4% | +11.1% |
| 1Y | +35.6% | +146.9% | -111.3% | +22.8% |
| All | +44.7% | +463.0% | -418.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling