+215.7%
SIMO vs SMTC
+597.8%
-382.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.7% | -8.6% | -1.0% |
| 7D | -22.0% | -19.0% | -3.0% | -15.0% |
| 30D | -43.0% | -46.7% | +3.7% | -27.0% |
| 3M | -39.1% | -23.4% | -15.7% | -31.8% |
| 6M | -33.3% | -13.4% | -19.9% | -27.3% |
| YTD | +77.0% | +40.1% | +36.9% | +67.8% |
| 1Y | +73.0% | +47.7% | +25.3% | +61.4% |
| 3Y | +215.7% | +606.9% | -391.2% | +105.1% |
| All | +215.7% | +597.8% | -382.1% | +105.1% |
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