+719.8%
ODFL vs SMTC
+548.2%
+171.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.4% |
| 7D | -3.3% | +13.1% | -16.4% | -5.8% |
| 30D | -15.3% | +19.5% | -34.7% | -19.0% |
| 3M | -27.3% | +2.2% | -29.6% | -29.4% |
| 6M | -4.5% | +94.9% | -99.4% | -21.0% |
| YTD | +15.1% | +127.0% | -111.8% | -8.4% |
| 1Y | +21.1% | +174.6% | -153.5% | -9.0% |
| 3Y | -14.1% | +615.9% | -630.0% | -58.0% |
| 5Y | +26.6% | +125.6% | -99.0% | -13.1% |
| All | +719.8% | +548.2% | +171.6% | +289.7% |
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 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