+28.7%
SMTC vs EAT
+342.4%
-313.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.1% |
| 7D | -10.9% | -5.9% | -5.0% | -9.4% |
| 30D | -39.4% | +0.7% | -40.1% | -40.1% |
| 3M | -13.5% | -14.2% | +0.7% | -10.2% |
| 6M | -6.8% | +40.7% | -47.5% | -21.6% |
| YTD | +54.0% | +36.0% | +18.0% | +29.9% |
| 1Y | +50.8% | +83.1% | -32.3% | +12.1% |
| 3Y | +677.3% | +474.8% | +202.5% | +271.4% |
| 5Y | +28.7% | +347.6% | -318.9% | -38.2% |
| All | +28.7% | +342.4% | -313.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling