+192.5%
JNJ vs SMTC
+548.2%
-355.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.4% |
| 7D | -3.5% | +13.1% | -16.6% | -3.8% |
| 30D | +2.3% | +19.5% | -17.1% | +1.7% |
| 3M | +12.0% | +2.2% | +9.7% | +11.6% |
| 6M | +10.5% | +94.9% | -84.4% | +7.2% |
| YTD | +30.4% | +127.0% | -96.6% | +25.7% |
| 1Y | +52.1% | +174.6% | -122.4% | +45.4% |
| 3Y | +77.8% | +615.9% | -538.1% | +53.4% |
| 5Y | +82.9% | +125.6% | -42.7% | +74.2% |
| All | +192.5% | +548.2% | -355.7% | +133.1% |
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