+72.2%
SMTC vs GME
+15.0%
+57.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.6% | -16.5% | -12.9% |
| 7D | -24.5% | +7.8% | -32.3% | -24.5% |
| 30D | -42.5% | -0.4% | -42.1% | -42.3% |
| 3M | -14.1% | +30.9% | -45.0% | -16.5% |
| 6M | +3.6% | +5.5% | -1.8% | +3.1% |
| YTD | +50.6% | +25.2% | +25.4% | +44.6% |
| 1Y | +72.2% | +14.4% | +57.9% | +64.5% |
| All | +72.2% | +15.0% | +57.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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