+530.1%
SMTC vs GDDY
+207.2%
+322.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.4% |
| 7D | +13.1% | -3.2% | +16.3% | +14.0% |
| 30D | +19.5% | +6.8% | +12.7% | +13.6% |
| 3M | +2.2% | +30.5% | -28.2% | -16.4% |
| 6M | +94.9% | +13.3% | +81.5% | +66.7% |
| YTD | +127.0% | -21.0% | +147.9% | +132.5% |
| 1Y | +174.6% | -34.0% | +208.6% | +209.8% |
| 3Y | +615.9% | +33.1% | +582.9% | +435.1% |
| 5Y | +125.6% | +30.3% | +95.3% | +66.9% |
| All | +530.1% | +207.2% | +322.9% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling