+39.4%
GM vs SMTC
+70.8%
-31.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.9% | +17.5% | +4.8% |
| 7D | +12.1% | -24.5% | +36.6% | +12.6% |
| 30D | +15.2% | -42.5% | +57.7% | +16.5% |
| 3M | +4.9% | -14.1% | +19.0% | +4.3% |
| 6M | +22.6% | +3.6% | +19.0% | +20.5% |
| YTD | +14.4% | +50.6% | -36.2% | +8.5% |
| 1Y | +39.4% | +72.2% | -32.8% | +27.5% |
| All | +39.4% | +70.8% | -31.4% | +27.5% |
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 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