+739.9%
SMTC vs ET
+1,447.8%
-708.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +22.5% | +0.6% | +21.8% | +22.3% |
| 30D | +24.9% | +5.3% | +19.6% | +23.0% |
| 3M | +4.1% | +15.6% | -11.6% | -0.5% |
| 6M | +92.6% | +20.6% | +71.9% | +81.7% |
| YTD | +122.5% | +38.5% | +83.9% | +101.3% |
| 1Y | +166.2% | +35.7% | +130.5% | +142.3% |
| 3Y | +577.2% | +98.4% | +478.8% | +466.8% |
| 5Y | +119.0% | +245.3% | -126.3% | +57.3% |
| 10Y | +527.9% | +173.7% | +354.1% | +348.8% |
| All | +739.9% | +1,447.8% | -708.0% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling