+10.3%
GLXY vs SMTC
+314.8%
-304.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -7.4% |
| 7D | +4.5% | +22.5% | -18.0% | -5.3% |
| 30D | +28.8% | +24.9% | +4.0% | +14.4% |
| 3M | -23.0% | +4.1% | -27.1% | -27.3% |
| 6M | +17.0% | +92.6% | -75.5% | -18.4% |
| YTD | +12.5% | +122.5% | -110.0% | -26.3% |
| 1Y | -5.4% | +166.2% | -171.6% | -41.3% |
| All | +10.3% | +314.8% | -304.5% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling