+53,441.7%
ORLY vs SMTC
+64,948.0%
-11,506.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.2% | -3.3% |
| 7D | -2.3% | +22.9% | -25.3% | -4.5% |
| 30D | -8.2% | +16.6% | -24.8% | -10.1% |
| 3M | -3.5% | +2.4% | -5.9% | -5.2% |
| 6M | -9.2% | +98.3% | -107.5% | -17.6% |
| YTD | -5.8% | +120.7% | -126.5% | -15.7% |
| 1Y | -19.3% | +168.3% | -187.5% | -29.7% |
| 3Y | +34.4% | +571.7% | -537.3% | -1.7% |
| 5Y | +117.8% | +114.0% | +3.8% | +77.8% |
| 10Y | +356.9% | +497.0% | -140.0% | +218.7% |
| All | +53,441.7% | +64,948.0% | -11,506.3% | +26,239.7% |
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