+100.5%
SIMO vs SMTC
+70.8%
+29.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -12.9% | +3.3% | -1.4% |
| 7D | -16.9% | -24.5% | +7.6% | -0.8% |
| 30D | -35.4% | -42.5% | +7.1% | -9.0% |
| 3M | -31.9% | -14.1% | -17.8% | -25.2% |
| 6M | -19.3% | +3.6% | -22.9% | -17.4% |
| YTD | +98.5% | +50.6% | +47.9% | +73.0% |
| 1Y | +100.5% | +72.2% | +28.3% | +63.3% |
| All | +100.5% | +70.8% | +29.7% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling