+72.2%
SMTC vs EOSE
-85.5%
+157.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +12.6% | -25.5% | -16.1% |
| 7D | -24.5% | +9.7% | -34.2% | -26.7% |
| 30D | -42.5% | -34.6% | -7.9% | -36.7% |
| 3M | -14.1% | -50.8% | +36.7% | +0.7% |
| 6M | +3.6% | -66.5% | +70.1% | +30.6% |
| YTD | +50.6% | -81.3% | +131.9% | +99.4% |
| 1Y | +72.2% | -84.8% | +157.1% | +139.6% |
| All | +72.2% | -85.5% | +157.7% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling