+19.6%
EXE vs SMTC
+690.9%
-671.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | -2.2% | -10.9% | +8.7% | -1.9% |
| 30D | -0.3% | -39.4% | +39.1% | +1.4% |
| 3M | -9.3% | -13.5% | +4.2% | -9.4% |
| 6M | -7.2% | -6.8% | -0.4% | -8.3% |
| YTD | -18.9% | +54.0% | -72.9% | -22.6% |
| 1Y | -21.7% | +50.8% | -72.5% | -25.3% |
| All | +19.6% | +690.9% | -671.3% | -5.4% |
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