+2,664.3%
TSLA vs SMTC
+548.2%
+2,116.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.4% |
| 7D | +3.2% | +13.1% | -9.9% | -1.7% |
| 30D | +11.6% | +19.5% | -7.9% | +2.0% |
| 3M | -8.4% | +2.2% | -10.7% | -13.4% |
| 6M | -10.4% | +94.9% | -105.3% | -36.5% |
| YTD | -18.7% | +127.0% | -145.7% | -46.7% |
| 1Y | -0.9% | +174.6% | -175.5% | -41.1% |
| 3Y | +33.6% | +615.9% | -582.3% | -58.4% |
| 5Y | +48.9% | +125.6% | -76.7% | -20.0% |
| All | +2,664.3% | +548.2% | +2,116.1% | +881.4% |
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 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