+497.0%
SMTC vs ES
+85.1%
+411.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.3% | +9.8% |
| 7D | +22.9% | +1.4% | +21.5% | +22.5% |
| 30D | +16.6% | -1.2% | +17.8% | +17.0% |
| 3M | +2.4% | +5.0% | -2.6% | +0.5% |
| 6M | +98.3% | -2.8% | +101.1% | +98.6% |
| YTD | +120.7% | +8.6% | +112.1% | +113.6% |
| 1Y | +168.3% | +18.9% | +149.3% | +150.7% |
| 3Y | +571.7% | +32.1% | +539.6% | +491.5% |
| 5Y | +114.0% | -5.1% | +119.1% | +108.2% |
| 10Y | +497.0% | +84.2% | +412.8% | +473.0% |
| All | +497.0% | +85.1% | +411.9% | +473.0% |
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