+699.7%
SMTC vs EFV
+91.8%
+607.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.7% |
| 7D | +11.0% | +2.5% | +8.5% | +7.0% |
| 30D | -28.5% | +2.9% | -31.4% | -32.1% |
| 3M | -14.2% | -1.4% | -12.8% | -12.8% |
| 6M | -18.0% | +5.5% | -23.5% | -25.2% |
| YTD | +55.5% | +16.1% | +39.4% | +20.5% |
| 1Y | +69.5% | +20.3% | +49.3% | +23.8% |
| 3Y | +699.7% | +90.4% | +609.2% | +142.1% |
| All | +699.7% | +91.8% | +607.9% | +142.1% |
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