+571.7%
SMTC vs GAP
+113.8%
+457.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.0% |
| 7D | +22.9% | +1.7% | +21.2% | +22.4% |
| 30D | +16.6% | +9.3% | +7.3% | +12.9% |
| 3M | +2.4% | +6.1% | -3.7% | -0.4% |
| 6M | +98.3% | -2.3% | +100.6% | +96.6% |
| YTD | +120.7% | -10.6% | +131.3% | +123.2% |
| 1Y | +168.3% | -4.4% | +172.7% | +164.5% |
| 3Y | +571.7% | +118.3% | +453.4% | +408.9% |
| All | +571.7% | +113.8% | +457.9% | +408.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling