-17.8%
GEHC vs SMTC
+169.6%
-187.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -0.4% |
| 7D | -7.2% | +13.1% | -20.2% | -6.9% |
| 30D | -11.6% | +19.5% | -31.0% | -11.1% |
| 3M | -0.8% | +2.2% | -3.1% | +1.0% |
| 6M | -11.9% | +94.9% | -106.8% | -17.2% |
| YTD | -21.9% | +127.0% | -148.9% | -28.5% |
| 1Y | -17.8% | +174.6% | -192.4% | -27.5% |
| All | -17.8% | +169.6% | -187.5% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling