-53.1%
TE vs SMTC
+213.5%
-266.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -1.3% |
| 7D | +0.2% | +13.1% | -12.9% | -4.2% |
| 30D | -5.9% | +19.5% | -25.4% | -12.9% |
| 3M | -45.6% | +2.2% | -47.8% | -46.3% |
| 6M | -43.4% | +94.9% | -138.2% | -55.8% |
| YTD | -31.0% | +127.0% | -157.9% | -48.7% |
| 1Y | +145.2% | +174.6% | -29.4% | +71.0% |
| 3Y | -24.1% | +615.9% | -640.0% | -65.2% |
| 5Y | -48.1% | +125.6% | -173.7% | -69.4% |
| All | -53.1% | +213.5% | -266.6% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling