+3,015.3%
CVNA vs SMTC
+384.8%
+2,630.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -4.1% |
| 7D | -7.3% | +13.1% | -20.4% | -13.1% |
| 30D | -4.6% | +19.5% | -24.0% | -15.1% |
| 3M | +2.0% | +2.2% | -0.3% | -6.5% |
| 6M | +11.7% | +94.9% | -83.1% | -31.8% |
| YTD | -18.1% | +127.0% | -145.0% | -54.8% |
| 1Y | -2.4% | +174.6% | -177.0% | -52.7% |
| 3Y | +580.6% | +615.9% | -35.3% | +18.9% |
| 5Y | +4.9% | +125.6% | -120.7% | -57.1% |
| All | +3,015.3% | +384.8% | +2,630.6% | +652.5% |
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 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