+175.5%
EXE vs SMTC
+109.8%
+65.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | -2.2% | +17.5% | -19.7% | -3.6% |
| 30D | -0.8% | +21.3% | -22.1% | -2.8% |
| 3M | +10.0% | +3.1% | +6.9% | +8.7% |
| 6M | -6.3% | +81.7% | -88.0% | -13.1% |
| YTD | -10.7% | +115.9% | -126.6% | -18.9% |
| 1Y | +2.7% | +157.8% | -155.1% | -9.0% |
| 3Y | +19.1% | +557.3% | -538.2% | -13.4% |
| 5Y | +105.4% | +114.7% | -9.2% | +78.0% |
| All | +175.5% | +109.8% | +65.8% | +135.7% |
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 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