+200.8%
SMTC vs EOSE
-57.1%
+257.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +10.8% | -0.9% | +8.5% |
| 7D | +22.9% | +41.4% | -18.5% | +17.0% |
| 30D | +16.6% | +3.6% | +13.0% | +15.6% |
| 3M | +2.4% | -35.7% | +38.1% | +7.6% |
| 6M | +98.3% | -29.9% | +128.1% | +103.9% |
| YTD | +120.7% | -62.5% | +183.2% | +139.6% |
| 1Y | +168.3% | -37.4% | +205.7% | +169.2% |
| 3Y | +571.7% | +55.8% | +515.9% | +451.2% |
| 5Y | +114.0% | -67.8% | +181.8% | +74.1% |
| All | +200.8% | -57.1% | +257.9% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling