+146.9%
SMTC vs GAP
+1.5%
+145.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +9.1% |
| 7D | +12.7% | -4.5% | +17.2% | +13.6% |
| 30D | +22.0% | +9.0% | +12.9% | +19.3% |
| 3M | -12.7% | +5.0% | -17.7% | -13.6% |
| 6M | +64.8% | -17.8% | +82.6% | +75.0% |
| YTD | +100.7% | -10.4% | +111.1% | +106.1% |
| 1Y | +146.9% | -3.4% | +150.3% | +138.8% |
| All | +146.9% | +1.5% | +145.4% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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