+146.9%
SMTC vs ESI
+44.5%
+102.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.3% | +6.6% |
| 7D | +12.7% | +3.3% | +9.4% | +9.6% |
| 30D | +22.0% | -5.9% | +27.8% | +29.8% |
| 3M | -12.7% | -14.1% | +1.4% | +2.4% |
| 6M | +64.8% | +6.6% | +58.2% | +68.8% |
| YTD | +100.7% | +45.0% | +55.7% | +65.4% |
| 1Y | +146.9% | +41.5% | +105.4% | +106.6% |
| All | +146.9% | +44.5% | +102.3% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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