+44.5%
GOOG vs SMTC
+154.8%
-110.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.8% |
| 7D | -2.2% | +12.7% | -15.0% | -3.2% |
| 30D | -6.9% | +22.0% | -28.9% | -9.0% |
| 3M | -9.1% | -12.7% | +3.5% | -8.4% |
| 6M | +10.6% | +64.8% | -54.1% | -0.9% |
| YTD | +7.0% | +100.7% | -93.7% | -7.8% |
| 1Y | +44.5% | +146.9% | -102.4% | +20.6% |
| All | +44.5% | +154.8% | -110.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling