+6.4%
OXY vs SMTC
+548.2%
-541.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.5% |
| 7D | +2.8% | +13.1% | -10.2% | +0.4% |
| 30D | +5.5% | +19.5% | -14.0% | +1.1% |
| 3M | +11.3% | +2.2% | +9.1% | +8.1% |
| 6M | +11.6% | +94.9% | -83.3% | -7.8% |
| YTD | +51.6% | +127.0% | -75.4% | +19.7% |
| 1Y | +36.2% | +174.6% | -138.4% | +1.3% |
| 3Y | +1.7% | +615.9% | -614.2% | -53.0% |
| 5Y | +164.5% | +125.6% | +38.9% | +78.9% |
| All | +6.4% | +548.2% | -541.8% | -46.4% |
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