+230.7%
GM vs SMTC
+623.5%
-392.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -1.1% | +22.5% | -23.6% | -6.3% |
| 30D | -4.6% | +24.9% | -29.5% | -11.1% |
| 3M | +0.2% | +4.1% | -3.9% | -4.2% |
| 6M | +12.6% | +92.6% | -79.9% | -11.5% |
| YTD | +3.7% | +122.5% | -118.8% | -22.6% |
| 1Y | +45.6% | +166.2% | -120.6% | +1.6% |
| 3Y | +162.0% | +577.2% | -415.2% | +8.1% |
| 5Y | +80.5% | +119.0% | -38.5% | +9.1% |
| 10Y | +231.3% | +527.9% | -296.5% | +19.9% |
| All | +230.7% | +623.5% | -392.8% | +2.6% |
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 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