+31,923.6%
SMTC vs EME
+62,686.5%
-30,762.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.5% | +7.4% | +8.9% |
| 7D | +22.9% | +5.2% | +17.8% | +20.4% |
| 30D | +16.6% | -5.4% | +22.0% | +20.3% |
| 3M | +2.4% | -6.1% | +8.5% | +6.9% |
| 6M | +98.3% | +9.7% | +88.6% | +94.6% |
| YTD | +120.7% | +26.6% | +94.1% | +103.9% |
| 1Y | +168.3% | +24.6% | +143.6% | +147.8% |
| 3Y | +571.7% | +249.6% | +322.1% | +320.7% |
| 5Y | +114.0% | +556.6% | -442.6% | +4.8% |
| 10Y | +497.0% | +1,286.6% | -789.6% | +119.2% |
| All | +31,923.6% | +62,686.5% | -30,762.9% | +5,505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling