+340.7%
SMTC vs XME
+260.6%
+80.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.8% |
| 7D | +11.0% | +0.3% | +10.7% | +11.3% |
| 30D | -28.5% | -6.1% | -22.4% | -23.5% |
| 3M | -14.2% | -18.6% | +4.4% | +2.8% |
| 6M | -18.0% | -23.9% | +5.9% | +4.5% |
| YTD | +55.5% | -9.3% | +64.8% | +73.1% |
| 1Y | +69.5% | +1.8% | +67.8% | +73.5% |
| 3Y | +699.7% | +93.0% | +606.6% | +420.0% |
| 5Y | +27.4% | +107.0% | -79.6% | -22.5% |
| All | +340.7% | +260.6% | +80.2% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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