+692.8%
GOOGL vs SMTC
+333.2%
+359.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.1% |
| 7D | +3.9% | +11.0% | -7.2% | +1.3% |
| 30D | -14.9% | -28.5% | +13.6% | -10.1% |
| 3M | -14.6% | -14.2% | -0.3% | -14.9% |
| 6M | -26.4% | -18.0% | -8.4% | -28.3% |
| YTD | -5.3% | +55.5% | -60.8% | -22.5% |
| 1Y | +6.5% | +69.5% | -63.1% | -15.0% |
| 3Y | +126.0% | +699.7% | -573.6% | -0.1% |
| 5Y | +100.8% | +27.4% | +73.4% | +53.2% |
| All | +692.8% | +333.2% | +359.6% | +318.6% |
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 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