-84.3%
TE vs SMTC
+26.3%
-110.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -1.2% |
| 7D | -19.1% | +11.0% | -30.1% | -23.3% |
| 30D | -34.1% | -28.5% | -5.6% | -24.9% |
| 3M | -60.1% | -14.2% | -45.9% | -59.2% |
| 6M | -66.0% | -18.0% | -48.0% | -63.8% |
| YTD | -71.4% | +55.5% | -126.9% | -77.4% |
| 1Y | -45.3% | +69.5% | -114.8% | -57.7% |
| 3Y | +9.1% | +699.7% | -690.5% | -65.4% |
| All | -84.3% | +26.3% | -110.7% | -85.3% |
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 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