+530.1%
SMTC vs GFI
+1,066.8%
-536.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.2% |
| 7D | +13.1% | -4.9% | +17.9% | +13.5% |
| 30D | +19.5% | +10.7% | +8.7% | +18.5% |
| 3M | +2.2% | +25.6% | -23.4% | +0.2% |
| 6M | +94.9% | -8.3% | +103.1% | +95.0% |
| YTD | +127.0% | +6.3% | +120.6% | +125.2% |
| 1Y | +174.6% | +22.1% | +152.5% | +170.6% |
| 3Y | +615.9% | +289.2% | +326.7% | +566.6% |
| 5Y | +125.6% | +531.7% | -406.1% | +106.0% |
| All | +530.1% | +1,066.8% | -536.7% | +550.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling