+299.6%
OKLO vs SMTC
+150.6%
+149.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.4% | -5.4% |
| 7D | +0.1% | +17.5% | -17.4% | -5.0% |
| 30D | -15.2% | +21.3% | -36.5% | -21.2% |
| 3M | -26.2% | +3.1% | -29.3% | -28.6% |
| 6M | -35.0% | +81.7% | -116.7% | -47.2% |
| YTD | -44.4% | +115.9% | -160.4% | -57.1% |
| 1Y | -45.9% | +157.8% | -203.8% | -60.2% |
| 3Y | +284.9% | +557.3% | -272.3% | +153.6% |
| 5Y | +305.3% | +114.7% | +190.6% | +166.0% |
| All | +299.6% | +150.6% | +149.0% | +159.4% |
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