+581.2%
SMTC vs EME
+237.6%
+343.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.2% |
| 7D | +17.5% | +0.9% | +16.6% | +16.8% |
| 30D | +21.3% | -8.4% | +29.7% | +32.6% |
| 3M | +3.1% | -3.6% | +6.7% | +9.3% |
| 6M | +81.7% | +3.6% | +78.1% | +81.2% |
| YTD | +115.9% | +22.5% | +93.4% | +85.9% |
| 1Y | +157.8% | +18.2% | +139.6% | +119.4% |
| All | +581.2% | +237.6% | +343.6% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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