+27.1%
ODFL vs SMTC
+112.1%
-85.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.3% |
| 7D | -2.8% | +17.5% | -20.3% | -5.2% |
| 30D | -13.7% | +21.3% | -35.0% | -16.6% |
| 3M | -23.4% | +3.1% | -26.5% | -25.0% |
| 6M | -7.2% | +81.7% | -88.9% | -18.2% |
| YTD | +15.6% | +115.9% | -100.3% | -1.3% |
| 1Y | +24.2% | +157.8% | -133.7% | +2.0% |
| 3Y | -12.8% | +557.3% | -570.0% | -48.6% |
| 5Y | +27.1% | +114.7% | -87.5% | +13.7% |
| All | +27.1% | +112.1% | -85.0% | +13.7% |
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 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