+438.8%
GS vs SMTC
+333.2%
+105.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.2% |
| 7D | +5.9% | +11.0% | -5.2% | +3.2% |
| 30D | +4.3% | -28.5% | +32.8% | +10.7% |
| 3M | -11.7% | -14.2% | +2.6% | -11.8% |
| 6M | -3.2% | -18.0% | +14.8% | -4.4% |
| YTD | +5.8% | +55.5% | -49.7% | -12.3% |
| 1Y | +16.0% | +69.5% | -53.5% | -6.1% |
| 3Y | +199.8% | +699.7% | -499.9% | +36.7% |
| 5Y | +155.5% | +27.4% | +128.1% | +96.9% |
| All | +438.8% | +333.2% | +105.6% | +176.4% |
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