+50.2%
OMC vs SMTC
+333.2%
-283.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.7% |
| 7D | +1.9% | +11.0% | -9.2% | +0.6% |
| 30D | +12.2% | -28.5% | +40.7% | +15.3% |
| 3M | +0.6% | -14.2% | +14.8% | -0.2% |
| 6M | +21.0% | -18.0% | +39.0% | +18.5% |
| YTD | +12.4% | +55.5% | -43.1% | -1.5% |
| 1Y | +25.4% | +69.5% | -44.1% | +8.0% |
| 3Y | +29.2% | +699.7% | -670.5% | -26.1% |
| 5Y | +52.6% | +27.4% | +25.2% | +25.1% |
| All | +50.2% | +333.2% | -283.0% | -0.3% |
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