+601.8%
SMTC vs GRMN
+179.1%
+422.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.5% |
| 7D | +22.5% | -1.4% | +23.9% | +23.3% |
| 30D | +24.9% | -13.1% | +38.0% | +34.3% |
| 3M | +4.1% | +14.9% | -10.9% | -5.7% |
| 6M | +92.6% | +13.1% | +79.4% | +77.3% |
| YTD | +122.5% | +35.3% | +87.2% | +83.5% |
| 1Y | +166.2% | +16.0% | +150.2% | +138.8% |
| All | +601.8% | +179.1% | +422.7% | +394.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling