+571.7%
SMTC vs EAT
+612.9%
-41.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.4% | +13.3% | +11.2% |
| 7D | +22.9% | -4.9% | +27.9% | +25.1% |
| 30D | +16.6% | -1.2% | +17.8% | +16.7% |
| 3M | +2.4% | +52.2% | -49.8% | -15.1% |
| 6M | +98.3% | +65.0% | +33.2% | +56.4% |
| YTD | +120.7% | +55.0% | +65.7% | +77.8% |
| 1Y | +168.3% | +42.1% | +126.2% | +122.8% |
| 3Y | +571.7% | +614.7% | -43.0% | +169.4% |
| All | +571.7% | +612.9% | -41.2% | +169.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling