-45.4%
TE vs SMTC
+116.8%
-162.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | +15.0% | +22.5% | -7.5% | +4.9% |
| 30D | -7.5% | +24.9% | -32.4% | -18.0% |
| 3M | -42.0% | +4.1% | -46.0% | -43.4% |
| 6M | -31.4% | +92.6% | -124.0% | -49.4% |
| YTD | -26.5% | +122.5% | -149.0% | -49.0% |
| 1Y | +153.1% | +166.2% | -13.1% | +62.6% |
| 3Y | -20.7% | +577.2% | -597.8% | -72.4% |
| 5Y | -45.4% | +119.0% | -164.4% | -60.2% |
| All | -45.4% | +116.8% | -162.2% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling