+528.8%
SIMO vs SMTC
+493.3%
+35.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.0% | -3.8% | +2.6% |
| 7D | +14.6% | +22.9% | -8.3% | +6.5% |
| 30D | +6.2% | +16.6% | -10.4% | +0.5% |
| 3M | +3.6% | +2.4% | +1.1% | +2.5% |
| 6M | +130.8% | +98.3% | +32.5% | +83.9% |
| YTD | +195.8% | +120.7% | +75.1% | +127.0% |
| 1Y | +225.0% | +168.3% | +56.7% | +132.7% |
| 3Y | +452.3% | +571.7% | -119.4% | +151.4% |
| 5Y | +303.6% | +114.0% | +189.6% | +168.7% |
| 10Y | +528.8% | +497.0% | +31.8% | +152.6% |
| All | +528.8% | +493.3% | +35.5% | +152.6% |
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 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