+146.9%
SMTC vs GFI
+45.3%
+101.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.7% |
| 7D | +12.7% | +3.1% | +9.6% | +11.5% |
| 30D | +22.0% | +27.1% | -5.1% | +12.3% |
| 3M | -12.7% | +21.2% | -33.8% | -19.0% |
| 6M | +64.8% | -4.5% | +69.3% | +63.5% |
| YTD | +100.7% | +11.7% | +89.0% | +86.1% |
| 1Y | +146.9% | +46.0% | +100.8% | +118.3% |
| All | +146.9% | +45.3% | +101.6% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling