+361.0%
ORLY vs SMTC
+548.2%
-187.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | 0.0% |
| 7D | -2.4% | +13.1% | -15.4% | -3.3% |
| 30D | -6.8% | +19.5% | -26.2% | -8.3% |
| 3M | -4.8% | +2.2% | -7.0% | -5.8% |
| 6M | -9.1% | +94.9% | -104.0% | -15.9% |
| YTD | -5.9% | +127.0% | -132.9% | -14.4% |
| 1Y | -20.4% | +174.6% | -195.0% | -29.3% |
| 3Y | +36.6% | +615.9% | -579.3% | -0.9% |
| 5Y | +117.3% | +125.6% | -8.3% | +89.0% |
| All | +361.0% | +548.2% | -187.2% | +216.9% |
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 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