+773.8%
SMTC vs EXPD
+75.1%
+698.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.9% | +7.5% | +8.9% |
| 7D | +12.9% | -1.6% | +14.4% | +14.2% |
| 30D | -25.6% | +0.6% | -26.2% | -25.3% |
| 3M | -4.5% | +9.8% | -14.4% | -8.1% |
| 6M | -8.3% | +25.8% | -34.0% | -17.2% |
| YTD | +69.9% | +31.3% | +38.7% | +47.8% |
| 1Y | +73.9% | +40.9% | +33.0% | +45.7% |
| All | +773.8% | +75.1% | +698.7% | +529.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling