+591.8%
ON vs SMTC
+504.7%
+87.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | -1.9% | +22.5% | -24.4% | -12.6% |
| 30D | -11.0% | +24.9% | -35.9% | -22.8% |
| 3M | -39.3% | +4.1% | -43.4% | -42.3% |
| 6M | +19.8% | +92.6% | -72.7% | -19.3% |
| YTD | +31.1% | +122.5% | -91.4% | -19.2% |
| 1Y | +46.0% | +166.2% | -120.2% | -20.6% |
| 3Y | -27.5% | +577.2% | -604.7% | -84.2% |
| 5Y | +56.9% | +119.0% | -62.1% | -25.8% |
| 10Y | +591.8% | +527.9% | +63.9% | +80.4% |
| All | +591.8% | +504.7% | +87.1% | +80.4% |
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