+530.1%
SMTC vs EAT
+374.9%
+155.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.4% |
| 7D | +13.1% | -7.7% | +20.8% | +15.6% |
| 30D | +19.5% | -13.6% | +33.0% | +24.4% |
| 3M | +2.2% | +33.9% | -31.6% | -7.6% |
| 6M | +94.9% | +47.2% | +47.7% | +69.8% |
| YTD | +127.0% | +48.1% | +78.9% | +96.7% |
| 1Y | +174.6% | +33.7% | +140.9% | +142.9% |
| 3Y | +615.9% | +595.8% | +20.1% | +291.8% |
| 5Y | +125.6% | +314.4% | -188.8% | +35.0% |
| All | +530.1% | +374.9% | +155.2% | +212.5% |
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