+20.7%
EXE vs SMTC
+556.3%
-535.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.0% | -9.7% | -0.1% |
| 7D | -1.8% | +22.9% | -24.7% | -2.7% |
| 30D | +6.4% | +16.6% | -10.2% | +5.5% |
| 3M | +9.2% | +2.4% | +6.8% | +8.6% |
| 6M | -7.0% | +98.3% | -105.3% | -11.2% |
| YTD | -9.5% | +120.7% | -130.1% | -14.3% |
| 1Y | +6.2% | +168.3% | -162.0% | -0.9% |
| 3Y | +20.7% | +571.7% | -551.0% | +1.8% |
| All | +20.7% | +556.3% | -535.5% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling