+643.2%
GEV vs SMTC
+521.4%
+121.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.0% | -6.8% | 0.0% |
| 7D | +8.1% | +22.9% | -14.8% | +1.1% |
| 30D | -1.9% | +16.6% | -18.6% | -7.3% |
| 3M | +4.1% | +2.4% | +1.7% | +0.9% |
| 6M | +23.2% | +98.3% | -75.1% | -5.2% |
| YTD | +48.9% | +120.7% | -71.8% | +10.3% |
| 1Y | +62.2% | +168.3% | -106.1% | +12.3% |
| All | +643.2% | +521.4% | +121.8% | +333.7% |
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