+29.0%
SMTC vs ESI
+42.9%
-13.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.1% | +7.7% | +7.8% |
| 7D | -4.8% | -3.5% | -1.4% | +0.3% |
| 30D | -37.8% | -9.3% | -28.6% | -29.9% |
| 3M | -16.5% | -12.8% | -3.7% | -1.3% |
| 6M | -4.4% | -24.6% | +20.2% | +31.3% |
| YTD | +58.0% | +32.7% | +25.3% | +26.4% |
| 1Y | +62.0% | +20.3% | +41.7% | +42.1% |
| 3Y | +745.7% | +80.2% | +665.5% | +409.6% |
| 5Y | +29.0% | +40.0% | -10.9% | -4.3% |
| All | +29.0% | +42.9% | -13.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling