+15,835.0%
OKE vs SMTC
+69,847.7%
-54,012.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -0.2% | +22.5% | -22.7% | -2.1% |
| 30D | +6.1% | +24.9% | -18.8% | +3.6% |
| 3M | +10.4% | +4.1% | +6.4% | +8.7% |
| 6M | +14.2% | +92.6% | -78.4% | +5.0% |
| YTD | +35.3% | +122.5% | -87.1% | +22.4% |
| 1Y | +40.6% | +166.2% | -125.6% | +24.3% |
| 3Y | +72.2% | +577.2% | -504.9% | +32.2% |
| 5Y | +139.6% | +119.0% | +20.7% | +101.5% |
| 10Y | +259.1% | +527.9% | -268.8% | +175.1% |
| All | +15,835.0% | +69,847.7% | -54,012.8% | +9,722.9% |
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