+231.1%
GM vs SMTC
+548.2%
-317.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.7% |
| 7D | -2.4% | +13.1% | -15.5% | -5.3% |
| 30D | -1.1% | +19.5% | -20.6% | -6.1% |
| 3M | +6.1% | +2.2% | +3.9% | +2.5% |
| 6M | +15.0% | +94.9% | -79.9% | -7.5% |
| YTD | +6.0% | +127.0% | -121.0% | -18.7% |
| 1Y | +47.1% | +174.6% | -127.5% | +5.8% |
| 3Y | +170.5% | +615.9% | -445.4% | +17.3% |
| 5Y | +80.5% | +125.6% | -45.1% | +16.7% |
| All | +231.1% | +548.2% | -317.1% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling