+162.0%
SO vs SMTC
+504.7%
-342.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | 0.0% | +22.5% | -22.4% | -0.9% |
| 30D | -2.5% | +24.9% | -27.4% | -3.6% |
| 3M | -4.2% | +4.1% | -8.3% | -4.8% |
| 6M | -7.7% | +92.6% | -100.2% | -11.5% |
| YTD | +3.8% | +122.5% | -118.7% | -1.4% |
| 1Y | +0.1% | +166.2% | -166.2% | -6.2% |
| 3Y | +44.2% | +577.2% | -533.0% | +18.8% |
| 5Y | +57.9% | +119.0% | -61.1% | +44.3% |
| 10Y | +162.0% | +527.9% | -365.9% | +101.7% |
| All | +162.0% | +504.7% | -342.7% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling