+212.6%
GLW vs SMTC
+13.5%
+199.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.1% | -1.5% |
| 7D | -13.9% | -19.0% | +5.0% | -8.2% |
| 30D | -35.0% | -46.7% | +11.7% | -21.2% |
| 3M | -32.4% | -23.4% | -8.9% | -26.7% |
| 6M | -41.3% | -13.4% | -27.9% | -37.5% |
| YTD | +21.8% | +40.1% | -18.2% | +16.9% |
| 1Y | +21.8% | +47.7% | -25.8% | +15.6% |
| 3Y | +307.7% | +606.9% | -299.2% | +158.5% |
| All | +212.6% | +13.5% | +199.2% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling