+581.2%
SMTC vs EFV
+88.2%
+493.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.4% |
| 7D | +17.5% | -2.0% | +19.5% | +21.5% |
| 30D | +21.3% | -0.2% | +21.5% | +21.3% |
| 3M | +3.1% | +9.1% | -6.0% | -11.3% |
| 6M | +81.7% | +11.7% | +70.0% | +51.5% |
| YTD | +115.9% | +17.0% | +98.9% | +64.6% |
| 1Y | +157.8% | +26.7% | +131.1% | +71.6% |
| All | +581.2% | +88.2% | +493.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling