+23.6%
OWL vs SMTC
+62.7%
-39.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.8% |
| 7D | +1.5% | +11.0% | -9.5% | -0.6% |
| 30D | +13.4% | -28.5% | +41.9% | +19.0% |
| 3M | -21.2% | -14.2% | -7.0% | -21.9% |
| 6M | +4.0% | -18.0% | +22.0% | +1.3% |
| YTD | -29.0% | +55.5% | -84.5% | -41.9% |
| 1Y | -28.4% | +69.5% | -98.0% | -42.8% |
| 3Y | -14.5% | +699.7% | -714.2% | -61.0% |
| 5Y | -21.5% | +27.4% | -48.9% | -41.5% |
| All | +23.6% | +62.7% | -39.1% | -9.8% |
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