+22,131.9%
TSLA vs SMTC
+763.8%
+21,368.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.2% | -15.1% | -9.6% |
| 7D | +1.5% | +12.7% | -11.2% | -3.6% |
| 30D | +10.1% | +22.0% | -11.9% | -1.1% |
| 3M | -15.4% | -12.7% | -2.7% | -14.8% |
| 6M | -12.8% | +64.8% | -77.6% | -34.7% |
| YTD | -21.3% | +100.7% | -122.0% | -46.4% |
| 1Y | +4.6% | +146.9% | -142.3% | -36.1% |
| 3Y | +44.5% | +456.8% | -412.3% | -50.7% |
| 5Y | +44.8% | +89.2% | -44.4% | -19.7% |
| 10Y | +2,585.4% | +426.9% | +2,158.5% | +750.5% |
| All | +22,131.9% | +763.8% | +21,368.0% | +4,582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling