+379.4%
SMTC vs ESI
+224.6%
+154.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.3% | +7.7% |
| 7D | +12.7% | +3.3% | +9.4% | +10.9% |
| 30D | +22.0% | -5.9% | +27.8% | +26.6% |
| 3M | -12.7% | -14.1% | +1.4% | -3.5% |
| 6M | +64.8% | +6.6% | +58.2% | +64.1% |
| YTD | +100.7% | +45.0% | +55.7% | +71.4% |
| 1Y | +146.9% | +41.5% | +105.4% | +113.3% |
| 3Y | +456.8% | +78.8% | +378.1% | +345.8% |
| 5Y | +89.2% | +70.9% | +18.4% | +54.9% |
| 10Y | +426.9% | +317.1% | +109.8% | +214.0% |
| All | +379.4% | +224.6% | +154.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling