+152.0%
GE vs SMTC
+504.7%
-352.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | -1.2% | +22.5% | -23.7% | -5.7% |
| 30D | -11.3% | +24.9% | -36.1% | -16.2% |
| 3M | -1.4% | +4.1% | -5.5% | -4.9% |
| 6M | +1.2% | +92.6% | -91.3% | -17.2% |
| YTD | +5.9% | +122.5% | -116.5% | -16.7% |
| 1Y | +18.4% | +166.2% | -147.8% | -11.6% |
| 3Y | +271.0% | +577.2% | -306.2% | +88.0% |
| 5Y | +417.9% | +119.0% | +299.0% | +255.6% |
| 10Y | +152.0% | +527.9% | -375.9% | +20.8% |
| All | +152.0% | +504.7% | -352.8% | +20.8% |
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