+235.5%
SIMO vs SMTC
+168.8%
+66.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | +14.5% | +22.5% | -8.0% | +2.1% |
| 30D | +20.4% | +24.9% | -4.5% | +5.4% |
| 3M | +7.1% | +4.1% | +3.1% | +1.0% |
| 6M | +129.2% | +92.6% | +36.7% | +71.3% |
| YTD | +201.9% | +122.5% | +79.5% | +113.4% |
| 1Y | +235.5% | +166.2% | +69.3% | +133.0% |
| All | +235.5% | +168.8% | +66.8% | +133.0% |
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