+150.1%
EXE vs SMTC
+49.6%
+100.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.5% |
| 7D | -2.2% | -10.9% | +8.7% | -1.6% |
| 30D | -0.3% | -39.4% | +39.1% | +3.0% |
| 3M | -9.3% | -13.5% | +4.2% | -9.5% |
| 6M | -7.2% | -6.8% | -0.4% | -9.1% |
| YTD | -18.9% | +54.0% | -72.9% | -25.1% |
| 1Y | -21.7% | +50.8% | -72.5% | -27.6% |
| 3Y | +21.0% | +677.3% | -656.3% | -17.3% |
| 5Y | +76.0% | +28.7% | +47.2% | +60.9% |
| All | +150.1% | +49.6% | +100.5% | +117.8% |
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