+581.2%
SMTC vs ET
+97.8%
+483.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.1% |
| 7D | +17.5% | +1.4% | +16.2% | +16.1% |
| 30D | +21.3% | +4.6% | +16.7% | +16.4% |
| 3M | +3.1% | +16.0% | -12.9% | -11.2% |
| 6M | +81.7% | +22.8% | +58.9% | +46.2% |
| YTD | +115.9% | +38.9% | +77.1% | +50.6% |
| 1Y | +157.8% | +34.1% | +123.7% | +86.4% |
| All | +581.2% | +97.8% | +483.4% | +299.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling