+72.2%
SMTC vs EL
+25.6%
+46.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.3% | -19.2% | -12.5% |
| 7D | -24.5% | +2.5% | -27.0% | -24.2% |
| 30D | -42.5% | +20.1% | -62.5% | -42.1% |
| 3M | -14.1% | +29.3% | -43.4% | -13.8% |
| 6M | +3.6% | +38.8% | -35.2% | +2.6% |
| YTD | +50.6% | +8.1% | +42.5% | +44.6% |
| 1Y | +72.2% | +22.3% | +49.9% | +60.2% |
| All | +72.2% | +25.6% | +46.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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