+29.7%
OMC vs SMTC
+116.8%
-87.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.6% |
| 7D | -4.2% | +22.5% | -26.7% | -5.8% |
| 30D | -7.5% | +24.9% | -32.4% | -9.5% |
| 3M | +4.6% | +4.1% | +0.6% | +3.2% |
| 6M | -4.8% | +92.6% | -97.4% | -12.9% |
| YTD | -1.0% | +122.5% | -123.5% | -11.3% |
| 1Y | +3.8% | +166.2% | -162.4% | -9.5% |
| 3Y | +10.2% | +577.2% | -566.9% | -23.7% |
| 5Y | +29.7% | +119.0% | -89.2% | +9.0% |
| All | +29.7% | +116.8% | -87.1% | +9.0% |
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 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