-18.9%
EXE vs SMTC
+70.8%
-89.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.9% | +10.0% | -3.0% |
| 7D | -4.7% | -24.5% | +19.8% | -4.8% |
| 30D | +1.0% | -42.5% | +43.5% | +0.6% |
| 3M | -5.6% | -14.1% | +8.5% | -5.8% |
| 6M | -12.3% | +3.6% | -15.9% | -12.2% |
| YTD | -19.5% | +50.6% | -70.1% | -19.6% |
| 1Y | -18.9% | +72.2% | -91.1% | -19.8% |
| All | -18.9% | +70.8% | -89.7% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling