+72.2%
SMTC vs GDDY
-11.8%
+84.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.3% | -17.2% | -10.5% |
| 7D | -24.5% | +11.1% | -35.6% | -19.2% |
| 30D | -42.5% | +18.6% | -61.1% | -35.9% |
| 3M | -14.1% | +32.8% | -46.9% | +2.7% |
| 6M | +3.6% | +34.0% | -30.4% | +27.8% |
| YTD | +50.6% | -4.6% | +55.2% | +90.7% |
| 1Y | +72.2% | -12.5% | +84.7% | +118.3% |
| All | +72.2% | -11.8% | +84.1% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling