+499.6%
SMTC vs ESI
+310.7%
+188.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | +0.2% |
| 7D | +17.5% | -2.3% | +19.8% | +19.6% |
| 30D | +21.3% | -9.0% | +30.3% | +30.7% |
| 3M | +3.1% | -13.3% | +16.4% | +17.0% |
| 6M | +81.7% | +5.3% | +76.4% | +80.7% |
| YTD | +115.9% | +37.6% | +78.3% | +77.8% |
| 1Y | +157.8% | +33.6% | +124.2% | +116.1% |
| 3Y | +557.3% | +75.8% | +481.5% | +375.8% |
| 5Y | +114.7% | +68.6% | +46.1% | +59.1% |
| All | +499.6% | +310.7% | +188.9% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling