-18.0%
SMTC vs XME
-24.1%
+6.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -1.8% |
| 7D | +11.0% | +0.3% | +10.7% | +11.3% |
| 30D | -28.5% | -6.1% | -22.4% | -20.3% |
| 3M | -14.2% | -18.6% | +4.4% | +14.1% |
| 6M | -18.0% | -23.9% | +5.9% | +17.3% |
| All | -18.0% | -24.1% | +6.1% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling