+217.9%
SIMO vs SMTC
+698.5%
-480.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -3.9% |
| 7D | +4.1% | +11.0% | -6.9% | -0.3% |
| 30D | -24.0% | -28.5% | +4.5% | -13.2% |
| 3M | -31.8% | -14.2% | -17.5% | -27.0% |
| 6M | -36.9% | -18.0% | -18.9% | -31.0% |
| YTD | +84.8% | +55.5% | +29.3% | +67.7% |
| 1Y | +99.0% | +69.5% | +29.5% | +76.2% |
| 3Y | +217.9% | +699.7% | -481.7% | +96.1% |
| All | +217.9% | +698.5% | -480.6% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling