+62,999.7%
SMTC vs ES
+1,243.3%
+61,756.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.8% | +9.4% |
| 7D | +12.7% | +0.3% | +12.5% | +12.6% |
| 30D | +22.0% | -2.0% | +23.9% | +22.6% |
| 3M | -12.7% | +1.7% | -14.3% | -13.7% |
| 6M | +64.8% | -3.5% | +68.3% | +65.5% |
| YTD | +100.7% | +7.9% | +92.8% | +94.0% |
| 1Y | +146.9% | +17.2% | +129.7% | +130.9% |
| 3Y | +456.8% | +29.3% | +427.5% | +393.4% |
| 5Y | +89.2% | -5.7% | +95.0% | +83.5% |
| 10Y | +426.9% | +85.2% | +341.7% | +302.0% |
| All | +62,999.7% | +1,243.3% | +61,756.5% | +29,834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling