+2.7%
EXE vs SMTC
+153.7%
-151.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | -2.2% | +17.5% | -19.7% | -2.2% |
| 30D | -0.8% | +21.3% | -22.1% | -0.9% |
| 3M | +10.0% | +3.1% | +6.9% | +10.2% |
| 6M | -6.3% | +81.7% | -88.0% | -6.8% |
| YTD | -10.7% | +115.9% | -126.6% | -11.4% |
| 1Y | +2.7% | +157.8% | -155.1% | +2.2% |
| All | +2.7% | +153.7% | -151.0% | +2.2% |
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