+133.6%
HOOD vs SMTC
+86.3%
+47.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -1.6% |
| 7D | -5.1% | -10.9% | +5.9% | -2.4% |
| 30D | -25.4% | -39.4% | +14.0% | -13.6% |
| 3M | -14.0% | -13.5% | -0.4% | -14.3% |
| 6M | +5.6% | -6.8% | +12.4% | -2.7% |
| YTD | -28.1% | +54.0% | -82.1% | -47.1% |
| 1Y | -40.1% | +50.8% | -90.9% | -55.6% |
| 3Y | +888.2% | +677.3% | +210.9% | +218.4% |
| 5Y | +135.8% | +28.7% | +107.1% | +101.1% |
| All | +133.6% | +86.3% | +47.3% | +76.1% |
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 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