-70.4%
LYFT vs SMTC
+122.8%
-193.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.8% |
| 7D | -8.4% | +13.1% | -21.5% | -11.3% |
| 30D | -7.6% | +19.5% | -27.1% | -12.9% |
| 3M | +11.7% | +2.2% | +9.5% | +7.1% |
| 6M | +15.1% | +94.9% | -79.8% | -11.7% |
| YTD | -20.9% | +127.0% | -147.9% | -42.4% |
| 1Y | -16.4% | +174.6% | -190.9% | -43.3% |
| 3Y | +35.2% | +615.9% | -580.7% | -49.4% |
| All | -70.4% | +122.8% | -193.3% | -80.1% |
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 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