+209.9%
ON vs SMTC
+328.7%
-118.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | -4.0% |
| 7D | +2.4% | +12.7% | -10.3% | -4.2% |
| 30D | -3.3% | +22.0% | -25.3% | -15.1% |
| 3M | -43.6% | -12.7% | -30.9% | -40.7% |
| 6M | +19.0% | +64.8% | -45.8% | -13.1% |
| YTD | +37.4% | +100.7% | -63.3% | -11.0% |
| 1Y | +54.8% | +146.9% | -92.1% | -12.9% |
| 3Y | -25.2% | +456.8% | -482.0% | -80.2% |
| 5Y | +62.7% | +89.2% | -26.5% | -22.1% |
| 10Y | +574.3% | +426.9% | +147.5% | +78.3% |
| All | +209.9% | +328.7% | -118.8% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling