+7.7%
GEHC vs SMTC
+446.7%
-438.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -7.9% | +17.5% | -25.4% | -9.0% |
| 30D | -11.7% | +21.3% | -33.0% | -13.3% |
| 3M | +0.8% | +3.1% | -2.3% | -0.4% |
| 6M | -11.6% | +81.7% | -93.3% | -18.9% |
| YTD | -21.6% | +115.9% | -137.5% | -29.8% |
| 1Y | -15.3% | +157.8% | -173.1% | -26.0% |
| 3Y | -0.5% | +557.3% | -557.8% | -26.1% |
| All | +7.7% | +446.7% | -438.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SMTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling