-48.0%
SE vs SMTC
+66.6%
-114.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.3% | -14.0% | -3.9% |
| 7D | -7.7% | +12.9% | -20.6% | -8.2% |
| 30D | -22.8% | -25.6% | +2.8% | -22.7% |
| 3M | -43.7% | -4.5% | -39.2% | -44.2% |
| 6M | -12.8% | -8.3% | -4.5% | -15.3% |
| YTD | -42.0% | +69.9% | -111.9% | -51.8% |
| 1Y | -48.0% | +73.9% | -121.9% | -57.6% |
| All | -48.0% | +66.6% | -114.6% | -57.6% |
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 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