+62,999.7%
SMTC vs GAP
+2,258.2%
+60,741.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +9.1% |
| 7D | +12.7% | -4.5% | +17.2% | +13.9% |
| 30D | +22.0% | +9.0% | +12.9% | +18.5% |
| 3M | -12.7% | +5.0% | -17.7% | -14.7% |
| 6M | +64.8% | -17.8% | +82.6% | +69.9% |
| YTD | +100.7% | -10.4% | +111.1% | +102.0% |
| 1Y | +146.9% | -3.4% | +150.3% | +143.1% |
| 3Y | +456.8% | +111.5% | +345.3% | +333.2% |
| 5Y | +89.2% | +8.8% | +80.4% | +63.1% |
| 10Y | +426.9% | +32.9% | +394.0% | +279.7% |
| All | +62,999.7% | +2,258.2% | +60,741.5% | +25,845.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling