+166.2%
SMTC vs ESI
+38.0%
+128.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.9% |
| 7D | +22.5% | +3.9% | +18.6% | +18.5% |
| 30D | +24.9% | -3.8% | +28.7% | +30.5% |
| 3M | +4.1% | -13.1% | +17.2% | +21.1% |
| 6M | +92.6% | +11.3% | +81.2% | +92.7% |
| YTD | +122.5% | +44.1% | +78.4% | +83.5% |
| 1Y | +166.2% | +40.3% | +125.9% | +126.6% |
| All | +166.2% | +38.0% | +128.2% | +126.6% |
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