+213.3%
GLD vs SMTC
+493.3%
-280.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.7% | -2.0% |
| 7D | +0.7% | +22.9% | -22.2% | +0.2% |
| 30D | +0.3% | +16.6% | -16.3% | -0.1% |
| 3M | +0.6% | +2.4% | -1.8% | +0.3% |
| 6M | -15.6% | +98.3% | -113.9% | -17.0% |
| YTD | +0.9% | +120.7% | -119.8% | -0.9% |
| 1Y | +19.4% | +168.3% | -148.9% | +16.9% |
| 3Y | +124.5% | +571.7% | -447.2% | +116.0% |
| 5Y | +138.9% | +114.0% | +24.9% | +130.5% |
| 10Y | +213.3% | +497.0% | -283.7% | +210.7% |
| All | +213.3% | +493.3% | -280.0% | +210.7% |
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