+146.9%
SMTC vs EL
+14.8%
+132.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +8.9% |
| 7D | +12.7% | +0.8% | +11.9% | +12.7% |
| 30D | +22.0% | +19.8% | +2.1% | +20.2% |
| 3M | -12.7% | +25.7% | -38.4% | -14.3% |
| 6M | +64.8% | +5.4% | +59.3% | +62.5% |
| YTD | +100.7% | +0.2% | +100.5% | +92.9% |
| 1Y | +146.9% | +20.4% | +126.4% | +122.8% |
| All | +146.9% | +14.8% | +132.1% | +122.8% |
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