+85.2%
SIMO vs SMTC
+57.1%
+28.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.8% | -7.1% | -2.4% |
| 7D | -8.2% | -4.8% | -3.3% | -5.9% |
| 30D | -34.6% | -37.8% | +3.2% | -12.8% |
| 3M | -32.6% | -16.5% | -16.2% | -25.4% |
| 6M | -31.8% | -4.4% | -27.4% | -29.3% |
| YTD | +87.6% | +58.0% | +29.6% | +56.7% |
| All | +85.2% | +57.1% | +28.1% | +55.9% |
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