+581.2%
SMTC vs EOSE
+44.0%
+537.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -2.2% |
| 7D | +17.5% | +14.0% | +3.5% | +14.8% |
| 30D | +21.3% | -5.9% | +27.2% | +22.0% |
| 3M | +3.1% | -34.3% | +37.4% | +9.6% |
| 6M | +81.7% | -37.8% | +119.5% | +92.1% |
| YTD | +115.9% | -65.2% | +181.1% | +142.8% |
| 1Y | +157.8% | -41.9% | +199.7% | +160.9% |
| All | +581.2% | +44.0% | +537.2% | +491.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling