+546.0%
ODFL vs SMTC
+333.2%
+212.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.7% | +2.4% |
| 7D | +5.8% | +11.0% | -5.2% | +3.5% |
| 30D | -5.3% | -28.5% | +23.2% | -0.7% |
| 3M | -19.0% | -14.2% | -4.8% | -19.5% |
| 6M | -7.5% | -18.0% | +10.5% | -9.5% |
| YTD | +11.8% | +55.5% | -43.7% | -6.8% |
| 1Y | +29.7% | +69.5% | -39.9% | +5.6% |
| 3Y | -9.1% | +699.7% | -708.8% | -59.4% |
| 5Y | +0.2% | +27.4% | -27.2% | -22.8% |
| All | +546.0% | +333.2% | +212.8% | +224.5% |
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