+355.0%
SE vs SMTC
+221.9%
+133.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.3% | -14.0% | -6.5% |
| 7D | -7.7% | +12.9% | -20.6% | -11.7% |
| 30D | -22.8% | -25.6% | +2.8% | -18.0% |
| 3M | -43.7% | -4.5% | -39.2% | -46.2% |
| 6M | -12.8% | -8.3% | -4.5% | -20.0% |
| YTD | -42.0% | +69.9% | -111.9% | -58.2% |
| 1Y | -48.0% | +73.9% | -121.9% | -63.0% |
| 3Y | +62.7% | +757.7% | -695.0% | -53.5% |
| 5Y | -77.8% | +38.7% | -116.5% | -85.2% |
| All | +355.0% | +221.9% | +133.1% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling