+27.6%
SMTC vs XME
+108.0%
-80.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.6% |
| 7D | +11.0% | +0.3% | +10.7% | +11.3% |
| 30D | -28.5% | -6.1% | -22.4% | -22.8% |
| 3M | -14.2% | -18.6% | +4.4% | +5.2% |
| 6M | -18.0% | -23.9% | +5.9% | +7.3% |
| YTD | +55.5% | -9.3% | +64.8% | +74.5% |
| 1Y | +69.5% | +1.8% | +67.8% | +73.0% |
| 3Y | +699.7% | +93.0% | +606.6% | +387.5% |
| All | +27.6% | +108.0% | -80.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling