+101.4%
EXE vs SMTC
+116.8%
-15.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.7% | +22.5% | -25.2% | -4.3% |
| 30D | -0.4% | +24.9% | -25.3% | -2.5% |
| 3M | +9.5% | +4.1% | +5.4% | +8.2% |
| 6M | -9.3% | +92.6% | -101.9% | -16.1% |
| YTD | -10.9% | +122.5% | -133.4% | -19.0% |
| 1Y | +4.3% | +166.2% | -161.9% | -7.3% |
| 3Y | +18.8% | +577.2% | -558.4% | -12.7% |
| 5Y | +101.4% | +119.0% | -17.6% | +73.2% |
| All | +101.4% | +116.8% | -15.4% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling