+417.8%
SIMO vs SMTC
+351.6%
+66.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.4% | -0.5% |
| 7D | +14.9% | +30.5% | -15.6% | +3.6% |
| 30D | -27.0% | -30.9% | +3.9% | -16.2% |
| 3M | -25.4% | -14.7% | -10.7% | -20.6% |
| 6M | -30.3% | -9.6% | -20.7% | -26.6% |
| YTD | +95.8% | +62.1% | +33.7% | +69.4% |
| 1Y | +100.0% | +66.6% | +33.4% | +71.2% |
| 3Y | +238.3% | +718.1% | -479.8% | +50.2% |
| 5Y | +187.6% | +32.8% | +154.8% | +131.4% |
| All | +417.8% | +351.6% | +66.2% | +182.8% |
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