+57.7%
GEV vs SMTC
+154.8%
-97.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -2.9% |
| 7D | +3.3% | +12.7% | -9.5% | -0.7% |
| 30D | -7.5% | +22.0% | -29.4% | -14.1% |
| 3M | -2.2% | -12.7% | +10.5% | -0.5% |
| 6M | +12.1% | +64.8% | -52.7% | -10.0% |
| YTD | +44.4% | +100.7% | -56.3% | +7.2% |
| 1Y | +57.7% | +146.9% | -89.2% | +10.6% |
| All | +57.7% | +154.8% | -97.1% | +10.6% |
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