+419.3%
SIMO vs SMTC
+514.4%
-95.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.2% | -0.5% | +5.6% |
| 7D | +4.2% | +12.7% | -8.5% | +0.1% |
| 30D | +4.1% | +22.0% | -17.9% | -2.6% |
| 3M | -12.9% | -12.7% | -0.2% | -9.7% |
| 6M | +110.3% | +64.8% | +45.6% | +83.5% |
| YTD | +178.6% | +100.7% | +77.9% | +131.0% |
| 1Y | +220.0% | +146.9% | +73.1% | +151.5% |
| All | +419.3% | +514.4% | -95.1% | +222.3% |
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