+50.8%
SMTC vs ES
-0.1%
+50.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -10.9% | +0.9% | -11.8% | -10.5% |
| 30D | -39.4% | +5.9% | -45.3% | -38.1% |
| 3M | -13.5% | -1.0% | -12.5% | -12.7% |
| 6M | -6.8% | +7.2% | -14.0% | -6.5% |
| YTD | +54.0% | +7.0% | +47.0% | +53.7% |
| 1Y | +50.8% | +0.5% | +50.3% | +50.9% |
| All | +50.8% | -0.1% | +50.9% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling