+483.2%
SMTC vs ES
+29.7%
+453.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.8% | +9.3% |
| 7D | +12.7% | +0.3% | +12.5% | +12.7% |
| 30D | +22.0% | -2.0% | +23.9% | +22.1% |
| 3M | -12.7% | +1.7% | -14.3% | -13.2% |
| 6M | +64.8% | -3.5% | +68.3% | +64.4% |
| YTD | +100.7% | +7.9% | +92.8% | +97.5% |
| 1Y | +146.9% | +17.2% | +129.7% | +137.9% |
| All | +483.2% | +29.7% | +453.5% | +399.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling