+589.4%
SE vs SMTC
+280.2%
+309.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -3.6% |
| 7D | -6.1% | +12.7% | -18.8% | -9.6% |
| 30D | -2.5% | +22.0% | -24.4% | -9.9% |
| 3M | +21.7% | -12.7% | +34.4% | +20.8% |
| 6M | +27.0% | +64.8% | -37.8% | -1.9% |
| YTD | -12.1% | +100.7% | -112.8% | -37.1% |
| 1Y | -40.9% | +146.9% | -187.8% | -61.4% |
| 3Y | +191.0% | +456.8% | -265.8% | +7.6% |
| 5Y | -68.3% | +89.2% | -157.5% | -80.2% |
| All | +589.4% | +280.2% | +309.2% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling