+49.6%
ON vs SMTC
+59.8%
-10.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +2.2% |
| 7D | +17.0% | +30.5% | -13.5% | +3.7% |
| 30D | -3.9% | -30.9% | +27.0% | +10.6% |
| 3M | -11.5% | -14.7% | +3.2% | -10.8% |
| 6M | -29.2% | -9.6% | -19.6% | -28.9% |
| YTD | +36.2% | +62.1% | -25.9% | +10.4% |
| 1Y | +49.6% | +66.6% | -16.9% | +20.4% |
| All | +49.6% | +59.8% | -10.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling