+3,365.1%
SIMO vs SMTC
+775.1%
+2,590.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.2% | -0.5% | +4.8% |
| 7D | +4.2% | +12.7% | -8.5% | -0.8% |
| 30D | +4.1% | +22.0% | -17.9% | -4.5% |
| 3M | -12.9% | -12.7% | -0.2% | -7.8% |
| 6M | +110.3% | +64.8% | +45.6% | +69.8% |
| YTD | +178.6% | +100.7% | +77.9% | +106.6% |
| 1Y | +220.0% | +146.9% | +73.1% | +115.4% |
| 3Y | +409.0% | +456.8% | -47.8% | +92.7% |
| 5Y | +277.3% | +89.2% | +188.1% | +118.9% |
| 10Y | +506.6% | +426.9% | +79.8% | +74.4% |
| All | +3,365.1% | +775.1% | +2,590.0% | +468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling