+530.1%
SMTC vs GRMN
+677.8%
-147.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.8% | +2.3% |
| 7D | +13.1% | +2.4% | +10.7% | +11.3% |
| 30D | +19.5% | -8.5% | +27.9% | +26.9% |
| 3M | +2.2% | +19.5% | -17.2% | -12.3% |
| 6M | +94.9% | +21.2% | +73.7% | +66.8% |
| YTD | +127.0% | +41.0% | +85.9% | +72.6% |
| 1Y | +174.6% | +19.6% | +155.0% | +133.4% |
| 3Y | +615.9% | +183.8% | +432.1% | +211.7% |
| 5Y | +125.6% | +83.0% | +42.6% | +34.3% |
| All | +530.1% | +677.8% | -147.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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