+209.4%
SMTC vs EOSE
-60.6%
+270.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +13.1% | +1.8% | +11.3% | +12.8% |
| 30D | +19.5% | -6.8% | +26.3% | +20.2% |
| 3M | +2.2% | -36.3% | +38.5% | +7.6% |
| 6M | +94.9% | -38.8% | +133.6% | +104.1% |
| YTD | +127.0% | -65.5% | +192.5% | +149.3% |
| 1Y | +174.6% | -45.3% | +219.9% | +180.5% |
| 3Y | +615.9% | +44.2% | +571.8% | +493.9% |
| 5Y | +125.6% | -69.5% | +195.1% | +85.3% |
| All | +209.4% | -60.6% | +270.0% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling