+796.0%
SMTC vs EFV
+256.4%
+539.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.6% | +10.6% |
| 7D | +22.9% | +1.0% | +22.0% | +21.7% |
| 30D | +16.6% | +0.2% | +16.5% | +16.4% |
| 3M | +2.4% | +9.6% | -7.2% | -5.8% |
| 6M | +98.3% | +14.0% | +84.2% | +77.3% |
| YTD | +120.7% | +18.5% | +102.2% | +90.3% |
| 1Y | +168.3% | +27.9% | +140.4% | +116.2% |
| 3Y | +571.7% | +92.4% | +479.3% | +283.5% |
| 5Y | +114.0% | +97.2% | +16.8% | +21.6% |
| 10Y | +497.0% | +163.0% | +334.0% | +182.5% |
| All | +796.0% | +256.4% | +539.6% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling