+2,101.2%
SIMO vs SMTC
+510.7%
+1,590.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.7% | -8.6% | -1.4% |
| 7D | -22.0% | -19.0% | -3.0% | -14.4% |
| 30D | -43.0% | -46.7% | +3.7% | -25.0% |
| 3M | -39.1% | -23.4% | -15.7% | -31.5% |
| 6M | -33.3% | -13.4% | -19.9% | -28.3% |
| YTD | +77.0% | +40.1% | +36.9% | +53.9% |
| 1Y | +73.0% | +47.7% | +25.3% | +46.6% |
| 3Y | +215.7% | +606.9% | -391.2% | +10.4% |
| 5Y | +155.6% | +14.4% | +141.3% | +87.4% |
| 10Y | +388.4% | +322.5% | +65.9% | +52.1% |
| All | +2,101.2% | +510.7% | +1,590.5% | +323.7% |
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