+699.7%
SMTC vs EME
+216.1%
+483.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.6% |
| 7D | +11.0% | +8.4% | +2.7% | +3.4% |
| 30D | -28.5% | -11.5% | -17.0% | -18.1% |
| 3M | -14.2% | -20.6% | +6.4% | +9.8% |
| 6M | -18.0% | -28.5% | +10.5% | +16.1% |
| YTD | +55.5% | +8.0% | +47.5% | +54.4% |
| 1Y | +69.5% | +6.8% | +62.8% | +70.6% |
| 3Y | +699.7% | +213.9% | +485.8% | +280.6% |
| All | +699.7% | +216.1% | +483.6% | +280.6% |
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