+627.7%
GEV vs SMTC
+526.4%
+101.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +3.2% | +22.5% | -19.3% | -3.4% |
| 30D | -4.0% | +24.9% | -28.9% | -11.2% |
| 3M | +3.4% | +4.1% | -0.7% | -0.3% |
| 6M | +14.7% | +92.6% | -77.9% | -10.9% |
| YTD | +45.8% | +122.5% | -76.7% | +7.7% |
| 1Y | +57.4% | +166.2% | -108.9% | +9.2% |
| All | +627.7% | +526.4% | +101.2% | +323.5% |
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