+46.2%
TSLA vs SMTC
+116.8%
-70.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +3.0% | +22.5% | -19.5% | -4.2% |
| 30D | +11.2% | +24.9% | -13.7% | +1.1% |
| 3M | -7.3% | +4.1% | -11.4% | -12.0% |
| 6M | -7.7% | +92.6% | -100.3% | -31.6% |
| YTD | -18.2% | +122.5% | -140.7% | -43.2% |
| 1Y | +6.0% | +166.2% | -160.2% | -32.4% |
| 3Y | +48.0% | +577.2% | -529.1% | -47.4% |
| 5Y | +46.2% | +119.0% | -72.8% | +18.1% |
| All | +46.2% | +116.8% | -70.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling