+92.6%
SMTC vs EFV
+14.9%
+77.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.5% |
| 7D | +22.5% | -0.5% | +23.0% | +23.3% |
| 30D | +24.9% | 0.0% | +24.9% | +24.2% |
| 3M | +4.1% | +8.4% | -4.3% | -11.6% |
| 6M | +92.6% | +12.3% | +80.2% | +52.5% |
| All | +92.6% | +14.9% | +77.7% | +52.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling