+270.1%
SIMO vs SMTC
+91.8%
+178.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.2% | -0.5% | +5.6% |
| 7D | +4.2% | +12.7% | -8.5% | +0.2% |
| 30D | +4.1% | +22.0% | -17.9% | -2.6% |
| 3M | -12.9% | -12.7% | -0.2% | -9.4% |
| 6M | +110.3% | +64.8% | +45.6% | +82.1% |
| YTD | +178.6% | +100.7% | +77.9% | +128.1% |
| 1Y | +220.0% | +146.9% | +73.1% | +146.8% |
| 3Y | +409.0% | +456.8% | -47.8% | +188.2% |
| All | +270.1% | +91.8% | +178.3% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling