+18.7%
EWZ vs SMTC
+698.5%
-679.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +1.7% |
| 7D | +0.8% | +11.0% | -10.3% | -0.1% |
| 30D | -24.4% | -28.5% | +4.1% | -22.9% |
| 3M | -4.6% | -14.2% | +9.6% | -4.7% |
| 6M | -11.6% | -18.0% | +6.4% | -12.1% |
| YTD | +2.4% | +55.5% | -53.1% | -4.4% |
| 1Y | +2.1% | +69.5% | -67.5% | -5.4% |
| 3Y | +18.7% | +699.7% | -680.9% | -8.6% |
| All | +18.7% | +698.5% | -679.8% | -8.6% |
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