+478.5%
GS vs SMTC
+365.8%
+112.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.8% | -8.2% | +1.8% |
| 7D | +0.8% | -4.8% | +5.7% | +1.1% |
| 30D | +1.2% | -37.8% | +39.0% | +10.9% |
| 3M | -12.4% | -16.5% | +4.1% | -11.9% |
| 6M | -2.3% | -4.4% | +2.1% | -7.1% |
| YTD | +4.6% | +58.0% | -53.4% | -13.4% |
| 1Y | +17.5% | +62.0% | -44.5% | -3.7% |
| 3Y | +202.0% | +745.7% | -543.6% | +35.8% |
| 5Y | +152.4% | +29.0% | +123.3% | +94.3% |
| 10Y | +478.5% | +351.4% | +127.2% | +211.3% |
| All | +478.5% | +365.8% | +112.7% | +211.3% |
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