-89.0%
OPEN vs SMTC
+120.2%
-209.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | -2.1% |
| 7D | -15.0% | +11.0% | -26.0% | -18.6% |
| 30D | -40.2% | -28.5% | -11.7% | -35.0% |
| 3M | -67.4% | -14.2% | -53.2% | -68.6% |
| 6M | -74.0% | -18.0% | -56.0% | -75.9% |
| YTD | -79.6% | +55.5% | -135.1% | -86.8% |
| 1Y | -86.1% | +69.5% | -155.6% | -91.4% |
| 3Y | -41.4% | +699.7% | -741.0% | -91.3% |
| 5Y | -94.9% | +27.4% | -122.3% | -96.8% |
| All | -89.0% | +120.2% | -209.1% | -94.8% |
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