+32.8%
SMTC vs GME
-49.3%
+82.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.6% |
| 7D | +30.5% | +6.0% | +24.5% | +29.7% |
| 30D | -30.9% | -5.9% | -25.0% | -30.4% |
| 3M | -14.7% | +38.2% | -52.9% | -18.1% |
| 6M | -9.6% | +14.5% | -24.1% | -11.4% |
| YTD | +62.1% | +27.6% | +34.5% | +56.2% |
| 1Y | +66.6% | +19.9% | +46.6% | +61.6% |
| 3Y | +718.1% | +104.3% | +613.8% | +525.2% |
| 5Y | +32.8% | -49.3% | +82.1% | +19.0% |
| All | +32.8% | -49.3% | +82.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling