+37.3%
GEHC vs SMTC
+310.3%
-273.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.7% |
| 7D | -2.3% | +30.5% | -32.8% | -3.9% |
| 30D | +19.0% | -30.9% | +49.9% | +21.2% |
| 3M | +13.3% | -14.7% | +28.0% | +12.9% |
| 6M | +31.5% | -9.6% | +41.1% | +28.6% |
| YTD | 0.0% | +62.1% | -62.1% | -9.6% |
| 1Y | +9.4% | +66.6% | -57.2% | -1.6% |
| 3Y | +18.3% | +718.1% | -699.7% | -13.1% |
| All | +37.3% | +310.3% | -273.0% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling