-25.8%
TE vs SMTC
+70.8%
-96.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -12.9% | +9.4% | +4.1% |
| 7D | +3.8% | -24.5% | +28.3% | +21.7% |
| 30D | -26.2% | -42.5% | +16.2% | +1.1% |
| 3M | -49.7% | -14.1% | -35.6% | -50.0% |
| 6M | -46.5% | +3.6% | -50.1% | -50.5% |
| YTD | -59.1% | +50.6% | -109.7% | -73.5% |
| 1Y | -25.8% | +72.2% | -98.1% | -59.7% |
| All | -25.8% | +70.8% | -96.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling