+448.8%
GS vs SMTC
+337.3%
+111.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +1.0% |
| 7D | +1.6% | -10.9% | +12.5% | +3.4% |
| 30D | +1.7% | -39.4% | +41.1% | +12.0% |
| 3M | -11.6% | -13.5% | +2.0% | -11.8% |
| 6M | -1.9% | -6.8% | +4.9% | -6.2% |
| YTD | +5.1% | +54.0% | -48.9% | -12.5% |
| 1Y | +16.4% | +50.8% | -34.4% | -3.0% |
| 3Y | +199.0% | +677.3% | -478.4% | +37.7% |
| 5Y | +157.4% | +28.7% | +128.7% | +97.7% |
| All | +448.8% | +337.3% | +111.5% | +186.0% |
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