+514.9%
GEV vs SMTC
+337.9%
+177.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.6% |
| 7D | +3.7% | +11.0% | -7.3% | 0.0% |
| 30D | -14.7% | -28.5% | +13.8% | -6.1% |
| 3M | -23.4% | -14.2% | -9.2% | -21.3% |
| 6M | -24.3% | -18.0% | -6.3% | -23.0% |
| YTD | +23.2% | +55.5% | -32.3% | +0.3% |
| 1Y | +44.2% | +69.5% | -25.3% | +14.4% |
| All | +514.9% | +337.9% | +177.0% | +294.7% |
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 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