+135.0%
GOOG vs SMTC
+112.1%
+22.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | -2.5% | +17.5% | -20.0% | -5.3% |
| 30D | -3.6% | +21.3% | -24.9% | -7.5% |
| 3M | -6.4% | +3.1% | -9.6% | -9.0% |
| 6M | +7.8% | +81.7% | -73.9% | -7.5% |
| YTD | +5.5% | +115.9% | -110.5% | -13.0% |
| 1Y | +38.3% | +157.8% | -119.6% | +9.4% |
| 3Y | +143.1% | +557.3% | -414.2% | +38.8% |
| 5Y | +135.0% | +114.7% | +20.3% | +98.7% |
| All | +135.0% | +112.1% | +22.9% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling