+530.1%
SMTC vs GAP
+31.2%
+498.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.4% |
| 7D | +13.1% | -4.1% | +17.2% | +14.3% |
| 30D | +19.5% | +6.2% | +13.2% | +16.9% |
| 3M | +2.2% | -0.7% | +2.9% | +1.1% |
| 6M | +94.9% | -7.1% | +102.0% | +95.4% |
| YTD | +127.0% | -14.1% | +141.0% | +131.1% |
| 1Y | +174.6% | -8.5% | +183.1% | +173.7% |
| 3Y | +615.9% | +115.4% | +500.6% | +444.0% |
| 5Y | +125.6% | +9.8% | +115.8% | +90.0% |
| All | +530.1% | +31.2% | +498.9% | +349.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling