+780.7%
GOOG vs SMTC
+548.2%
+232.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.4% |
| 7D | 0.0% | +13.1% | -13.0% | -2.7% |
| 30D | -2.0% | +19.5% | -21.4% | -6.7% |
| 3M | -5.9% | +2.2% | -8.1% | -9.0% |
| 6M | +8.9% | +94.9% | -86.0% | -11.7% |
| YTD | +7.1% | +127.0% | -119.8% | -16.9% |
| 1Y | +39.7% | +174.6% | -134.9% | +2.3% |
| 3Y | +145.8% | +615.9% | -470.1% | +18.4% |
| 5Y | +138.6% | +125.6% | +13.0% | +61.2% |
| All | +780.7% | +548.2% | +232.5% | +309.4% |
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