+14.0%
SMTC vs ES
+1.4%
+12.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.9% | +15.6% | +13.0% |
| 7D | -19.0% | +1.9% | -20.9% | -19.3% |
| 30D | -46.7% | +7.1% | -53.8% | -47.3% |
| 3M | -23.4% | -1.9% | -21.5% | -23.3% |
| 6M | -13.4% | +4.4% | -17.8% | -14.6% |
| YTD | +40.1% | +7.3% | +32.7% | +36.9% |
| 1Y | +47.7% | +2.1% | +45.5% | +45.0% |
| 3Y | +606.9% | +41.8% | +565.1% | +518.1% |
| All | +14.0% | +1.4% | +12.6% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling