+652.8%
GS vs SMTC
+434.3%
+218.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.2% | -2.1% |
| 7D | +0.9% | +12.7% | -11.8% | -2.0% |
| 30D | -1.6% | +22.0% | -23.5% | -7.2% |
| 3M | -4.5% | -12.7% | +8.2% | -3.8% |
| 6M | +20.9% | +64.8% | -43.9% | +2.4% |
| YTD | +19.9% | +100.7% | -80.8% | -3.7% |
| 1Y | +41.4% | +146.9% | -105.5% | +6.7% |
| 3Y | +239.2% | +456.8% | -217.7% | +77.3% |
| 5Y | +185.0% | +89.2% | +95.8% | +101.4% |
| All | +652.8% | +434.3% | +218.5% | +244.5% |
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