+178.5%
EXE vs SMTC
+95.0%
+83.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -1.9% |
| 7D | -0.3% | +12.7% | -13.0% | -1.3% |
| 30D | +8.5% | +22.0% | -13.5% | +6.2% |
| 3M | +5.5% | -12.7% | +18.1% | +5.7% |
| 6M | -5.9% | +64.8% | -70.7% | -12.0% |
| YTD | -9.7% | +100.7% | -110.4% | -17.5% |
| 1Y | +3.6% | +146.9% | -143.3% | -7.9% |
| 3Y | +18.0% | +456.8% | -438.8% | -12.1% |
| 5Y | +109.4% | +89.2% | +20.2% | +84.4% |
| All | +178.5% | +95.0% | +83.5% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling