+58.5%
ON vs SMTC
+110.0%
-51.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.0% | -14.4% | -8.8% |
| 7D | -2.2% | +22.9% | -25.1% | -11.3% |
| 30D | -12.4% | +16.6% | -29.1% | -19.7% |
| 3M | -41.2% | +2.4% | -43.6% | -42.9% |
| 6M | +25.0% | +98.3% | -73.3% | -9.5% |
| YTD | +31.3% | +120.7% | -89.4% | -9.9% |
| 1Y | +45.4% | +168.3% | -122.8% | -10.0% |
| 3Y | -27.4% | +571.7% | -599.1% | -78.3% |
| 5Y | +58.5% | +114.0% | -55.5% | +23.9% |
| All | +58.5% | +110.0% | -51.6% | +23.9% |
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