+159.7%
GILD vs SMTC
+548.2%
-388.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.8% | -1.1% |
| 7D | -4.8% | +13.1% | -17.9% | -5.7% |
| 30D | +5.8% | +19.5% | -13.7% | +4.1% |
| 3M | +14.9% | +2.2% | +12.7% | +13.7% |
| 6M | -0.4% | +94.9% | -95.2% | -7.1% |
| YTD | +18.5% | +127.0% | -108.4% | +9.0% |
| 1Y | +25.1% | +174.6% | -149.5% | +12.6% |
| 3Y | +105.9% | +615.9% | -510.0% | +55.7% |
| 5Y | +143.0% | +125.6% | +17.4% | +112.2% |
| All | +159.7% | +548.2% | -388.5% | +75.8% |
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