+146.9%
SMTC vs GTLB
+14.4%
+132.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.2% | +9.3% |
| 7D | +12.7% | +11.1% | +1.7% | +13.8% |
| 30D | +22.0% | +37.8% | -15.8% | +25.1% |
| 3M | -12.7% | +61.6% | -74.3% | -9.3% |
| 6M | +64.8% | +98.9% | -34.1% | +68.7% |
| YTD | +100.7% | +32.8% | +67.9% | +111.5% |
| 1Y | +146.9% | +14.7% | +132.2% | +177.2% |
| All | +146.9% | +14.4% | +132.5% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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