+19.7%
GS vs SMTC
+70.8%
-51.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -12.9% | +16.5% | +5.4% |
| 7D | +0.3% | -24.5% | +24.8% | +4.3% |
| 30D | +3.9% | -42.5% | +46.3% | +12.3% |
| 3M | -11.4% | -14.1% | +2.7% | -11.9% |
| 6M | +3.7% | +3.6% | +0.1% | -2.3% |
| YTD | +7.1% | +50.6% | -43.5% | -8.7% |
| 1Y | +19.7% | +72.2% | -52.6% | -1.8% |
| All | +19.7% | +70.8% | -51.2% | -1.8% |
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