+359.4%
SMTC vs ES
+96.6%
+262.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.8% |
| 7D | +30.5% | -1.1% | +31.5% | +30.7% |
| 30D | -30.9% | +8.2% | -39.1% | -32.6% |
| 3M | -14.7% | +0.6% | -15.3% | -15.3% |
| 6M | -9.6% | +6.0% | -15.6% | -11.9% |
| YTD | +62.1% | +9.3% | +52.8% | +55.9% |
| 1Y | +66.6% | +1.1% | +65.5% | +63.1% |
| 3Y | +718.1% | +51.9% | +666.2% | +582.4% |
| 5Y | +32.8% | +6.5% | +26.3% | +23.7% |
| All | +359.4% | +96.6% | +262.8% | +368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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