+69.5%
SMTC vs ESI
+21.7%
+47.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.3% |
| 7D | +11.0% | +5.5% | +5.5% | +5.7% |
| 30D | -28.5% | -7.8% | -20.7% | -20.2% |
| 3M | -14.2% | -15.0% | +0.8% | +4.1% |
| 6M | -18.0% | -24.9% | +6.9% | +11.5% |
| YTD | +55.5% | +33.2% | +22.3% | +43.1% |
| 1Y | +69.5% | +24.9% | +44.6% | +64.2% |
| All | +69.5% | +21.7% | +47.8% | +64.2% |
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