+3,093.2%
GLW vs SMTC
+43,936.3%
-40,843.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.1% | -0.3% |
| 7D | -13.9% | -19.0% | +5.0% | -9.8% |
| 30D | -35.0% | -46.7% | +11.7% | -25.3% |
| 3M | -32.4% | -23.4% | -8.9% | -28.3% |
| 6M | -41.3% | -13.4% | -27.9% | -38.9% |
| YTD | +21.8% | +40.1% | -18.2% | +14.6% |
| 1Y | +21.8% | +47.7% | -25.8% | +13.3% |
| 3Y | +307.7% | +606.9% | -299.2% | +147.1% |
| 5Y | +213.7% | +14.4% | +199.3% | +166.0% |
| 10Y | +509.3% | +322.5% | +186.8% | +283.3% |
| All | +3,093.2% | +43,936.3% | -40,843.0% | +1,283.6% |
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