+436.6%
SMTC vs EXPD
+314.6%
+122.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +8.6% |
| 7D | +12.7% | -1.1% | +13.9% | +13.7% |
| 30D | +22.0% | +4.1% | +17.9% | +18.8% |
| 3M | -12.7% | +17.9% | -30.6% | -22.1% |
| 6M | +64.8% | +29.2% | +35.6% | +36.9% |
| YTD | +100.7% | +27.4% | +73.3% | +65.2% |
| 1Y | +146.9% | +56.8% | +90.1% | +72.1% |
| 3Y | +456.8% | +68.0% | +388.8% | +261.9% |
| 5Y | +89.2% | +61.9% | +27.4% | +22.8% |
| All | +436.6% | +314.6% | +122.1% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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