+33,922.3%
ODFL vs SMTC
+52,483.1%
-18,560.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.2% | -1.1% |
| 7D | -6.3% | +12.7% | -19.0% | -7.8% |
| 30D | -13.6% | +22.0% | -35.6% | -16.2% |
| 3M | -24.2% | -12.7% | -11.5% | -24.0% |
| 6M | -13.8% | +64.8% | -78.6% | -21.2% |
| YTD | +19.0% | +100.7% | -81.7% | +5.7% |
| 1Y | +25.7% | +146.9% | -121.2% | +7.9% |
| 3Y | -13.1% | +456.8% | -469.9% | -37.7% |
| 5Y | +26.7% | +89.2% | -62.6% | +2.8% |
| 10Y | +721.5% | +426.9% | +294.6% | +478.7% |
| All | +33,922.3% | +52,483.1% | -18,560.8% | +20,897.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling