+102.8%
GOOGL vs SMTC
+31.4%
+71.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.5% |
| 7D | +5.7% | +30.5% | -24.8% | +1.1% |
| 30D | -15.6% | -30.9% | +15.3% | -11.5% |
| 3M | -13.0% | -14.7% | +1.7% | -13.1% |
| 6M | -22.8% | -9.6% | -13.2% | -25.4% |
| YTD | -4.4% | +62.1% | -66.5% | -18.7% |
| 1Y | +4.5% | +66.6% | -62.1% | -11.9% |
| 3Y | +127.4% | +718.1% | -590.7% | +18.6% |
| 5Y | +102.8% | +32.8% | +70.0% | +95.7% |
| All | +102.8% | +31.4% | +71.4% | +95.7% |
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