+530.1%
SMTC vs ET
+177.0%
+353.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | +13.1% | +0.2% | +12.9% | +12.9% |
| 30D | +19.5% | +2.9% | +16.6% | +18.0% |
| 3M | +2.2% | +16.8% | -14.5% | -4.7% |
| 6M | +94.9% | +18.9% | +76.0% | +80.0% |
| YTD | +127.0% | +37.7% | +89.3% | +96.1% |
| 1Y | +174.6% | +32.4% | +142.1% | +141.1% |
| 3Y | +615.9% | +99.5% | +516.4% | +451.7% |
| 5Y | +125.6% | +244.0% | -118.4% | +40.7% |
| All | +530.1% | +177.0% | +353.1% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling