+816.6%
GLD vs SMTC
+574.1%
+242.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.1% | -1.0% |
| 7D | -0.5% | +12.7% | -13.3% | -0.8% |
| 30D | +4.4% | +22.0% | -17.6% | +3.9% |
| 3M | -1.1% | -12.7% | +11.6% | -1.1% |
| 6M | -13.8% | +64.8% | -78.6% | -14.8% |
| YTD | +2.6% | +100.7% | -98.1% | +1.2% |
| 1Y | +24.5% | +146.9% | -122.4% | +22.4% |
| 3Y | +125.8% | +456.8% | -331.0% | +118.4% |
| 5Y | +137.8% | +89.2% | +48.6% | +131.5% |
| 10Y | +221.4% | +426.9% | -205.5% | +208.8% |
| All | +816.6% | +574.1% | +242.5% | +768.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling