+27.6%
SMTC vs GAP
+2.1%
+25.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.8% |
| 7D | +11.0% | -1.9% | +12.9% | +11.7% |
| 30D | -28.5% | -7.1% | -21.4% | -27.4% |
| 3M | -14.2% | +4.1% | -18.3% | -16.3% |
| 6M | -18.0% | +1.9% | -19.9% | -20.1% |
| YTD | +55.5% | -15.2% | +70.7% | +58.2% |
| 1Y | +69.5% | -10.6% | +80.2% | +69.2% |
| 3Y | +699.7% | +74.6% | +625.1% | +518.3% |
| All | +27.6% | +2.1% | +25.4% | -2.8% |
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 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