+867.9%
GLW vs SMTC
+504.7%
+363.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +16.9% | +22.5% | -5.6% | +9.1% |
| 30D | +7.0% | +24.9% | -17.9% | -1.0% |
| 3M | -3.0% | +4.1% | -7.0% | -4.0% |
| 6M | +31.0% | +92.6% | -61.6% | +7.8% |
| YTD | +93.4% | +122.5% | -29.1% | +53.0% |
| 1Y | +134.7% | +166.2% | -31.5% | +75.5% |
| 3Y | +471.8% | +577.2% | -105.4% | +171.4% |
| 5Y | +394.5% | +119.0% | +275.5% | +237.4% |
| 10Y | +867.9% | +527.9% | +340.0% | +315.7% |
| All | +867.9% | +504.7% | +363.2% | +315.7% |
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