+139.3%
GS vs SMTC
+13.5%
+125.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.7% | -13.1% | -2.5% |
| 7D | -3.2% | -19.0% | +15.8% | -0.3% |
| 30D | -2.4% | -46.7% | +44.3% | +7.4% |
| 3M | -15.7% | -23.4% | +7.7% | -14.0% |
| 6M | -6.8% | -13.4% | +6.6% | -8.5% |
| YTD | -0.1% | +40.1% | -40.1% | -11.0% |
| 1Y | +12.1% | +47.7% | -35.6% | -1.4% |
| 3Y | +185.8% | +606.9% | -421.1% | +71.3% |
| All | +139.3% | +13.5% | +125.9% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling