+75.8%
GM vs SMTC
+122.8%
-47.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.3% |
| 7D | -2.4% | +13.1% | -15.5% | -4.3% |
| 30D | -1.1% | +19.5% | -20.6% | -4.3% |
| 3M | +6.1% | +2.2% | +3.9% | +4.0% |
| 6M | +15.0% | +94.9% | -79.9% | -0.3% |
| YTD | +6.0% | +127.0% | -121.0% | -11.1% |
| 1Y | +47.1% | +174.6% | -127.5% | +18.1% |
| 3Y | +170.5% | +615.9% | -445.4% | +48.6% |
| All | +75.8% | +122.8% | -47.0% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling