+123.2%
GLW vs SMTC
+154.8%
-31.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.2% | -3.5% | -0.1% |
| 7D | +3.8% | +12.7% | -9.0% | -3.9% |
| 30D | -1.3% | +22.0% | -23.3% | -14.5% |
| 3M | -21.8% | -12.7% | -9.1% | -16.2% |
| 6M | +6.9% | +64.8% | -57.9% | -18.7% |
| YTD | +77.2% | +100.7% | -23.5% | +25.9% |
| 1Y | +123.2% | +146.9% | -23.6% | +54.2% |
| All | +123.2% | +154.8% | -31.5% | +54.2% |
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 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