-16.5%
OWL vs SMTC
+112.1%
-128.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.4% |
| 7D | -11.9% | +17.5% | -29.4% | -15.1% |
| 30D | -13.7% | +21.3% | -35.0% | -18.3% |
| 3M | +12.3% | +3.1% | +9.1% | +8.3% |
| 6M | +15.0% | +81.7% | -66.7% | -5.7% |
| YTD | -25.7% | +115.9% | -141.7% | -42.0% |
| 1Y | -39.5% | +157.8% | -197.3% | -55.5% |
| 3Y | +0.9% | +557.3% | -556.4% | -50.8% |
| 5Y | -16.5% | +114.7% | -131.2% | -36.6% |
| All | -16.5% | +112.1% | -128.7% | -36.6% |
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