-48.8%
SE vs SMTC
+70.8%
-119.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -12.9% | +17.4% | +4.7% |
| 7D | +6.7% | -24.5% | +31.2% | +7.4% |
| 30D | -17.2% | -42.5% | +25.3% | -16.2% |
| 3M | -28.0% | -14.1% | -14.0% | -28.4% |
| 6M | -6.1% | +3.6% | -9.7% | -13.9% |
| YTD | -37.1% | +50.6% | -87.7% | -48.6% |
| 1Y | -48.8% | +72.2% | -121.0% | -61.0% |
| All | -48.8% | +70.8% | -119.6% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling