+48.2%
TSLA vs SMTC
+556.3%
-508.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.0% | -6.0% | +1.2% |
| 7D | +3.4% | +22.9% | -19.6% | -2.8% |
| 30D | +12.0% | +16.6% | -4.6% | +5.5% |
| 3M | -10.0% | +2.4% | -12.4% | -13.3% |
| 6M | -7.2% | +98.3% | -105.5% | -28.3% |
| YTD | -18.1% | +120.7% | -138.8% | -39.3% |
| 1Y | +6.3% | +168.3% | -162.0% | -27.0% |
| 3Y | +48.2% | +571.7% | -523.6% | -35.7% |
| All | +48.2% | +556.3% | -508.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling