+134.7%
GLW vs SMTC
+168.8%
-34.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | +16.9% | +22.5% | -5.6% | +2.7% |
| 30D | +7.0% | +24.9% | -17.9% | -8.2% |
| 3M | -3.0% | +4.1% | -7.0% | -6.6% |
| 6M | +31.0% | +92.6% | -61.6% | -9.0% |
| YTD | +93.4% | +122.5% | -29.1% | +28.7% |
| 1Y | +134.7% | +166.2% | -31.5% | +53.1% |
| All | +134.7% | +168.8% | -34.0% | +53.1% |
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