+121.2%
SMTC vs EME
+545.9%
-424.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +2.9% |
| 7D | +22.5% | +2.7% | +19.8% | +20.0% |
| 30D | +24.9% | -6.8% | +31.7% | +33.8% |
| 3M | +4.1% | -8.8% | +12.9% | +14.5% |
| 6M | +92.6% | +5.0% | +87.6% | +90.0% |
| YTD | +122.5% | +23.5% | +99.0% | +92.4% |
| 1Y | +166.2% | +21.3% | +144.9% | +126.1% |
| 3Y | +577.2% | +241.1% | +336.1% | +175.0% |
| All | +121.2% | +545.9% | -424.8% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling