+4,542.6%
GLW vs SMTC
+62,999.7%
-58,457.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.2% | -3.5% | +3.6% |
| 7D | +3.8% | +12.7% | -9.0% | +1.0% |
| 30D | -1.3% | +22.0% | -23.3% | -5.8% |
| 3M | -21.8% | -12.7% | -9.1% | -18.9% |
| 6M | +6.9% | +64.8% | -57.9% | -3.1% |
| YTD | +77.2% | +100.7% | -23.5% | +54.0% |
| 1Y | +123.2% | +146.9% | -23.7% | +85.0% |
| 3Y | +400.0% | +456.8% | -56.8% | +214.1% |
| 5Y | +342.8% | +89.2% | +253.6% | +236.1% |
| 10Y | +771.4% | +426.9% | +344.5% | +420.1% |
| All | +4,542.6% | +62,999.7% | -58,457.2% | +1,758.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling