+421.2%
GLW vs SMTC
+514.4%
-93.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.2% | -3.5% | +2.7% |
| 7D | +3.8% | +12.7% | -9.0% | -0.1% |
| 30D | -1.3% | +22.0% | -23.3% | -7.6% |
| 3M | -21.8% | -12.7% | -9.1% | -18.7% |
| 6M | +6.9% | +64.8% | -57.9% | -4.2% |
| YTD | +77.2% | +100.7% | -23.5% | +53.2% |
| 1Y | +123.2% | +146.9% | -23.7% | +85.9% |
| All | +421.2% | +514.4% | -93.2% | +252.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling