+146.9%
SMTC vs GPC
+0.2%
+146.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.2% |
| 7D | +12.7% | +0.4% | +12.3% | +12.8% |
| 30D | +22.0% | +5.1% | +16.8% | +22.5% |
| 3M | -12.7% | +41.5% | -54.2% | -16.4% |
| 6M | +64.8% | +21.8% | +43.0% | +60.2% |
| YTD | +100.7% | +14.6% | +86.1% | +92.0% |
| 1Y | +146.9% | +1.3% | +145.6% | +133.1% |
| All | +146.9% | +0.2% | +146.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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