+42.7%
ORCL vs SMTC
+26.3%
+16.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.6% |
| 7D | +8.0% | +11.0% | -3.1% | +5.6% |
| 30D | -4.0% | -28.5% | +24.5% | +1.7% |
| 3M | -19.5% | -14.2% | -5.2% | -18.3% |
| 6M | -33.5% | -18.0% | -15.5% | -33.1% |
| YTD | -34.8% | +55.5% | -90.3% | -42.8% |
| 1Y | -41.6% | +69.5% | -111.2% | -49.6% |
| 3Y | +13.8% | +699.7% | -685.9% | -29.2% |
| All | +42.7% | +26.3% | +16.3% | +30.9% |
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