+114.0%
SMTC vs ESI
+77.4%
+36.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.5% |
| 7D | +22.9% | +5.4% | +17.6% | +17.5% |
| 30D | +16.6% | -4.2% | +20.8% | +22.5% |
| 3M | +2.4% | -9.6% | +12.0% | +15.2% |
| 6M | +98.3% | +18.3% | +79.9% | +75.8% |
| YTD | +120.7% | +45.8% | +74.8% | +59.3% |
| 1Y | +168.3% | +39.2% | +129.1% | +100.6% |
| 3Y | +571.7% | +86.3% | +485.4% | +293.2% |
| 5Y | +114.0% | +76.2% | +37.8% | +31.9% |
| All | +114.0% | +77.4% | +36.6% | +31.9% |
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