+186.8%
GS vs SMTC
+518.9%
-332.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -17.5% | +11.1% | -3.6% |
| 7D | -6.3% | -35.0% | +28.7% | -0.1% |
| 30D | -3.1% | -53.6% | +50.4% | +8.5% |
| 3M | -17.7% | -24.5% | +6.9% | -16.1% |
| 6M | -4.6% | -19.0% | +14.4% | -5.1% |
| YTD | +0.3% | +24.2% | -23.9% | -8.3% |
| 1Y | +11.7% | +35.6% | -23.9% | +0.4% |
| All | +186.8% | +518.9% | -332.1% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling