-13.3%
TSLA vs SMTC
+70.8%
-84.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.9% | +9.6% | -0.8% |
| 7D | -4.7% | -24.5% | +19.8% | +0.5% |
| 30D | +1.7% | -42.5% | +44.2% | +12.7% |
| 3M | +17.7% | -14.1% | +31.8% | +17.4% |
| 6M | -1.9% | +3.6% | -5.5% | -6.6% |
| YTD | -14.3% | +50.6% | -64.9% | -26.6% |
| 1Y | -13.3% | +72.2% | -85.5% | -32.4% |
| All | -13.3% | +70.8% | -84.1% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling