+372.3%
SE vs SMTC
+191.7%
+180.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.8% |
| 7D | 0.0% | -10.9% | +11.0% | +2.1% |
| 30D | -19.4% | -39.4% | +20.0% | -9.1% |
| 3M | -33.1% | -13.5% | -19.6% | -34.0% |
| 6M | -11.4% | -6.8% | -4.6% | -19.8% |
| YTD | -39.8% | +54.0% | -93.8% | -55.3% |
| 1Y | -50.5% | +50.8% | -101.2% | -63.1% |
| 3Y | +68.9% | +677.3% | -608.5% | -50.3% |
| 5Y | -77.1% | +28.7% | -105.8% | -84.4% |
| All | +372.3% | +191.7% | +180.6% | +120.9% |
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