+123.6%
HOOD vs SMTC
+88.1%
+35.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -2.9% |
| 7D | -3.8% | +11.0% | -14.8% | -7.3% |
| 30D | -23.0% | -28.5% | +5.5% | -15.5% |
| 3M | -21.6% | -14.2% | -7.4% | -21.6% |
| 6M | +1.4% | -18.0% | +19.4% | -1.6% |
| YTD | -31.2% | +55.5% | -86.7% | -49.5% |
| 1Y | -35.9% | +69.5% | -105.5% | -54.7% |
| 3Y | +836.9% | +699.7% | +137.3% | +198.4% |
| 5Y | +121.1% | +27.4% | +93.7% | +89.4% |
| All | +123.6% | +88.1% | +35.5% | +67.9% |
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