+146.9%
SMTC vs EFV
+30.7%
+116.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.4% | +9.5% |
| 7D | +12.7% | +1.5% | +11.3% | +9.8% |
| 30D | +22.0% | +1.7% | +20.2% | +18.3% |
| 3M | -12.7% | +8.6% | -21.3% | -24.0% |
| 6M | +64.8% | +11.7% | +53.1% | +36.1% |
| YTD | +100.7% | +19.3% | +81.4% | +43.9% |
| 1Y | +146.9% | +30.2% | +116.7% | +48.6% |
| All | +146.9% | +30.7% | +116.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling