+346.9%
ORCL vs SMTC
+434.3%
-87.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.2% | -6.1% | +1.2% |
| 7D | +5.3% | +12.7% | -7.5% | +2.7% |
| 30D | +10.0% | +22.0% | -12.0% | +4.6% |
| 3M | -32.6% | -12.7% | -19.9% | -32.0% |
| 6M | +4.9% | +64.8% | -59.8% | -8.7% |
| YTD | -17.8% | +100.7% | -118.4% | -31.5% |
| 1Y | -28.0% | +146.9% | -174.9% | -42.8% |
| 3Y | +36.0% | +456.8% | -420.8% | -16.3% |
| 5Y | +88.7% | +89.2% | -0.5% | +43.3% |
| All | +346.9% | +434.3% | -87.4% | +143.4% |
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 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