+562.3%
SE vs SMTC
+309.1%
+253.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.1% |
| 7D | -4.8% | +17.5% | -22.3% | -9.6% |
| 30D | -18.1% | +21.3% | -39.4% | -24.0% |
| 3M | +30.6% | +3.1% | +27.5% | +22.9% |
| 6M | +20.8% | +81.7% | -60.9% | -9.5% |
| YTD | -15.6% | +115.9% | -131.5% | -41.0% |
| 1Y | -44.2% | +157.8% | -202.0% | -64.0% |
| 3Y | +181.5% | +557.3% | -375.7% | -3.0% |
| 5Y | -66.9% | +114.7% | -181.6% | -80.3% |
| All | +562.3% | +309.1% | +253.2% | +191.6% |
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