+55.0%
EWZ vs SMTC
+91.8%
-36.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.6% |
| 7D | +6.5% | +12.7% | -6.2% | +5.2% |
| 30D | +4.8% | +22.0% | -17.1% | +2.4% |
| 3M | +9.9% | -12.7% | +22.6% | +10.1% |
| 6M | +1.9% | +64.8% | -62.8% | -5.1% |
| YTD | +20.3% | +100.7% | -80.4% | +9.7% |
| 1Y | +35.6% | +146.9% | -111.3% | +20.7% |
| 3Y | +43.4% | +456.8% | -413.4% | +8.9% |
| All | +55.0% | +91.8% | -36.8% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling