+174.6%
SMTC vs ET
+33.4%
+141.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.1% |
| 7D | +13.1% | +0.2% | +12.9% | +13.1% |
| 30D | +19.5% | +2.9% | +16.6% | +19.7% |
| 3M | +2.2% | +16.8% | -14.5% | +2.8% |
| 6M | +94.9% | +18.9% | +76.0% | +95.3% |
| YTD | +127.0% | +37.7% | +89.3% | +119.6% |
| 1Y | +174.6% | +32.4% | +142.1% | +170.1% |
| All | +174.6% | +33.4% | +141.1% | +170.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling