+615.9%
SMTC vs GNRC
+61.6%
+554.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.4% |
| 7D | +13.1% | -0.2% | +13.3% | +13.3% |
| 30D | +19.5% | -15.7% | +35.2% | +32.7% |
| 3M | +2.2% | -27.3% | +29.6% | +24.8% |
| 6M | +94.9% | -12.1% | +106.9% | +115.4% |
| YTD | +127.0% | +37.1% | +89.8% | +96.2% |
| 1Y | +174.6% | -0.5% | +175.0% | +179.5% |
| 3Y | +615.9% | +61.5% | +554.4% | +481.7% |
| All | +615.9% | +61.6% | +554.3% | +481.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling