+160.8%
EXC vs SMTC
+504.7%
-343.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.3% | +22.5% | -22.1% | -1.3% |
| 30D | -0.9% | +24.9% | -25.8% | -2.8% |
| 3M | -2.7% | +4.1% | -6.8% | -3.9% |
| 6M | -9.4% | +92.6% | -101.9% | -16.0% |
| YTD | +3.0% | +122.5% | -119.4% | -6.1% |
| 1Y | +5.1% | +166.2% | -161.1% | -6.4% |
| 3Y | +20.6% | +577.2% | -556.6% | -14.1% |
| 5Y | +45.7% | +119.0% | -73.3% | +25.0% |
| 10Y | +160.8% | +527.9% | -367.1% | +71.6% |
| All | +160.8% | +504.7% | -343.9% | +71.6% |
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 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