+196.3%
SE vs SMTC
+556.3%
-360.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | -0.2% |
| 7D | +0.6% | +22.9% | -22.3% | -2.2% |
| 30D | -0.1% | +16.6% | -16.7% | -2.7% |
| 3M | +34.1% | +2.4% | +31.7% | +31.3% |
| 6M | +23.2% | +98.3% | -75.1% | +5.4% |
| YTD | -11.2% | +120.7% | -131.8% | -25.7% |
| 1Y | -40.5% | +168.3% | -208.8% | -52.3% |
| 3Y | +196.3% | +571.7% | -375.4% | +105.0% |
| All | +196.3% | +556.3% | -360.0% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling