+530.1%
SMTC vs GNRC
+448.8%
+81.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.7% |
| 7D | +13.1% | -0.2% | +13.3% | +13.3% |
| 30D | +19.5% | -15.7% | +35.2% | +30.4% |
| 3M | +2.2% | -27.3% | +29.6% | +20.7% |
| 6M | +94.9% | -12.1% | +106.9% | +110.6% |
| YTD | +127.0% | +37.1% | +89.8% | +97.6% |
| 1Y | +174.6% | -0.5% | +175.0% | +174.2% |
| 3Y | +615.9% | +61.5% | +554.4% | +460.3% |
| 5Y | +125.6% | -58.6% | +184.2% | +200.4% |
| All | +530.1% | +448.8% | +81.3% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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