+90.8%
SMTC vs ES
-5.6%
+96.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.3% |
| 3M | -12.7% | +1.7% | -14.3% | -13.3% |
| 6M | +64.8% | -3.5% | +68.3% | +64.8% |
| YTD | +100.7% | +7.9% | +92.8% | +96.4% |
| 1Y | +146.9% | +17.2% | +129.7% | +135.7% |
| 3Y | +456.8% | +29.3% | +427.5% | +403.7% |
| All | +90.8% | -5.6% | +96.5% | +80.5% |
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