+340.7%
SMTC vs EAT
+320.8%
+19.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | +11.0% | -4.0% | +15.0% | +12.4% |
| 30D | -28.5% | -2.9% | -25.6% | -28.3% |
| 3M | -14.2% | -16.9% | +2.7% | -10.5% |
| 6M | -18.0% | +57.0% | -75.0% | -30.4% |
| YTD | +55.5% | +38.2% | +17.3% | +36.1% |
| 1Y | +69.5% | +69.3% | +0.3% | +39.2% |
| 3Y | +699.7% | +483.0% | +216.7% | +356.3% |
| 5Y | +27.4% | +364.1% | -336.7% | -26.2% |
| All | +340.7% | +320.8% | +19.9% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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