+409.6%
SIMO vs SMTC
+365.8%
+43.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.8% | -7.1% | +0.9% |
| 7D | -8.2% | -4.8% | -3.3% | -6.5% |
| 30D | -34.6% | -37.8% | +3.2% | -22.0% |
| 3M | -32.6% | -16.5% | -16.2% | -27.6% |
| 6M | -31.8% | -4.4% | -27.4% | -29.5% |
| YTD | +87.6% | +58.0% | +29.6% | +63.8% |
| 1Y | +86.7% | +62.0% | +24.7% | +61.3% |
| 3Y | +227.4% | +745.7% | -518.2% | +43.7% |
| 5Y | +173.0% | +29.0% | +144.0% | +122.1% |
| 10Y | +409.6% | +351.4% | +58.3% | +186.8% |
| All | +409.6% | +365.8% | +43.8% | +186.8% |
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 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