+733.5%
SMTC vs GME
+105.0%
+628.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.6% |
| 7D | +30.5% | +6.0% | +24.5% | +30.0% |
| 30D | -30.9% | -5.9% | -25.0% | -30.6% |
| 3M | -14.7% | +38.2% | -52.9% | -16.8% |
| 6M | -9.6% | +14.5% | -24.1% | -10.7% |
| YTD | +62.1% | +27.6% | +34.5% | +58.5% |
| 1Y | +66.6% | +19.9% | +46.6% | +63.6% |
| All | +733.5% | +105.0% | +628.5% | +682.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling