+105.9%
GILD vs SMTC
+579.3%
-473.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.8% | -0.8% |
| 7D | -4.8% | +13.1% | -17.9% | -4.9% |
| 30D | +5.8% | +19.5% | -13.7% | +5.7% |
| 3M | +14.9% | +2.2% | +12.7% | +15.0% |
| 6M | -0.4% | +94.9% | -95.2% | -1.5% |
| YTD | +18.5% | +127.0% | -108.4% | +17.0% |
| 1Y | +25.1% | +174.6% | -149.5% | +23.2% |
| 3Y | +105.9% | +615.9% | -510.0% | +96.4% |
| All | +105.9% | +579.3% | -473.4% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling