+91.9%
SMTC vs GTLB
-47.1%
+139.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.2% | +9.0% |
| 7D | +12.7% | +11.1% | +1.7% | +10.1% |
| 30D | +22.0% | +37.8% | -15.8% | +12.6% |
| 3M | -12.7% | +61.6% | -74.2% | -22.9% |
| 6M | +64.8% | +98.9% | -34.1% | +35.6% |
| YTD | +100.7% | +32.8% | +67.9% | +80.9% |
| 1Y | +146.9% | +14.7% | +132.2% | +128.6% |
| 3Y | +456.8% | +1.3% | +455.5% | +417.6% |
| All | +91.9% | -47.1% | +139.0% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling