+521.8%
GLW vs SMTC
+334.8%
+186.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.4% |
| 7D | -11.1% | -10.9% | -0.2% | -7.7% |
| 30D | -28.4% | -39.4% | +11.0% | -15.5% |
| 3M | -28.8% | -13.5% | -15.2% | -25.8% |
| 6M | -39.8% | -6.8% | -33.0% | -37.8% |
| YTD | +28.7% | +54.0% | -25.3% | +14.8% |
| 1Y | +27.7% | +50.8% | -23.1% | +14.4% |
| 3Y | +331.3% | +677.3% | -346.0% | +97.6% |
| 5Y | +233.4% | +28.7% | +204.7% | +176.2% |
| 10Y | +521.8% | +339.9% | +181.9% | +215.9% |
| All | +521.8% | +334.8% | +186.9% | +215.9% |
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