+2,233.7%
SIMO vs SMTC
+589.1%
+1,644.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.8% | -7.1% | +0.1% |
| 7D | -8.2% | -4.8% | -3.3% | -6.4% |
| 30D | -34.6% | -37.8% | +3.2% | -19.7% |
| 3M | -32.6% | -16.5% | -16.2% | -27.1% |
| 6M | -31.8% | -4.4% | -27.4% | -30.0% |
| YTD | +87.6% | +58.0% | +29.6% | +54.5% |
| 1Y | +86.7% | +62.0% | +24.7% | +51.5% |
| 3Y | +227.4% | +745.7% | -518.2% | +5.7% |
| 5Y | +173.0% | +29.0% | +144.0% | +89.5% |
| 10Y | +409.6% | +351.4% | +58.3% | +55.0% |
| All | +2,233.7% | +589.1% | +1,644.6% | +325.4% |
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