+119.0%
SMTC vs GAP
+6.6%
+112.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +2.1% |
| 7D | +22.5% | -3.2% | +25.7% | +23.5% |
| 30D | +24.9% | -0.7% | +25.6% | +24.1% |
| 3M | +4.1% | -0.5% | +4.5% | +2.8% |
| 6M | +92.6% | -5.0% | +97.5% | +91.8% |
| YTD | +122.5% | -14.7% | +137.1% | +127.4% |
| 1Y | +166.2% | -8.6% | +174.9% | +165.1% |
| 3Y | +577.2% | +108.4% | +468.8% | +400.2% |
| 5Y | +119.0% | +5.8% | +113.2% | +69.1% |
| All | +119.0% | +6.6% | +112.4% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling