+26.5%
ON vs SMTC
+40.1%
-13.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.3% | -4.6% | +1.4% |
| 7D | +3.3% | +12.9% | -9.5% | -2.4% |
| 30D | -3.1% | -25.6% | +22.5% | +7.6% |
| 3M | -9.2% | -4.5% | -4.7% | -12.3% |
| 6M | -31.4% | -8.3% | -23.1% | -32.4% |
| YTD | +36.0% | +69.9% | -34.0% | +1.3% |
| 1Y | +52.0% | +73.9% | -21.9% | +11.3% |
| 3Y | +9.3% | +757.7% | -748.4% | -72.8% |
| 5Y | +26.5% | +38.7% | -12.2% | +23.5% |
| All | +26.5% | +40.1% | -13.6% | +23.5% |
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