+601.8%
SMTC vs GTLB
-12.2%
+614.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.2% |
| 7D | +22.5% | -6.6% | +29.1% | +24.2% |
| 30D | +24.9% | +13.7% | +11.1% | +20.0% |
| 3M | +4.1% | +52.9% | -48.8% | -8.5% |
| 6M | +92.6% | +88.5% | +4.1% | +54.5% |
| YTD | +122.5% | +23.4% | +99.0% | +104.0% |
| 1Y | +166.2% | -3.8% | +170.0% | +164.5% |
| All | +601.8% | -12.2% | +614.0% | +535.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling