+22,465.4%
SMTC vs EME
+53,473.8%
-31,008.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.8% |
| 7D | +11.0% | +8.4% | +2.7% | +7.5% |
| 30D | -28.5% | -11.5% | -17.0% | -23.3% |
| 3M | -14.2% | -20.6% | +6.4% | -2.7% |
| 6M | -18.0% | -28.5% | +10.5% | -1.7% |
| YTD | +55.5% | +8.0% | +47.5% | +56.9% |
| 1Y | +69.5% | +6.8% | +62.8% | +72.4% |
| 3Y | +699.7% | +213.9% | +485.8% | +436.4% |
| 5Y | +27.4% | +414.8% | -387.4% | -29.4% |
| 10Y | +335.7% | +916.9% | -581.2% | +84.4% |
| All | +22,465.4% | +53,473.8% | -31,008.4% | +4,215.3% |
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