+69.5%
SMTC vs GTLB
+3.8%
+65.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.0% |
| 7D | +11.0% | -0.7% | +11.8% | +10.9% |
| 30D | -28.5% | -10.2% | -18.3% | -29.3% |
| 3M | -14.2% | +10.1% | -24.3% | -11.9% |
| 6M | -18.0% | +116.5% | -134.5% | -13.1% |
| YTD | +55.5% | +27.2% | +28.3% | +65.5% |
| 1Y | +69.5% | +8.6% | +61.0% | +79.8% |
| All | +69.5% | +3.8% | +65.8% | +79.8% |
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