+37.4%
GILD vs SMTC
+154.8%
-117.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.4% | 0.0% |
| 7D | +3.6% | +12.7% | -9.1% | +3.8% |
| 30D | +14.6% | +22.0% | -7.4% | +14.8% |
| 3M | +17.7% | -12.7% | +30.3% | +18.2% |
| 6M | +3.1% | +64.8% | -61.7% | +0.7% |
| YTD | +24.5% | +100.7% | -76.2% | +23.1% |
| 1Y | +37.4% | +146.9% | -109.5% | +39.6% |
| All | +37.4% | +154.8% | -117.4% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling