+15.5%
GEHC vs SMTC
+408.0%
-392.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.5% | -1.9% |
| 7D | -4.0% | +12.7% | -16.7% | -4.9% |
| 30D | -2.0% | +22.0% | -23.9% | -3.9% |
| 3M | +8.0% | -12.7% | +20.6% | +8.3% |
| 6M | -12.8% | +64.8% | -77.5% | -19.3% |
| YTD | -15.9% | +100.7% | -116.6% | -24.3% |
| 1Y | -6.9% | +146.9% | -153.8% | -18.5% |
| 3Y | 0.0% | +456.8% | -456.9% | -25.0% |
| All | +15.5% | +408.0% | -392.6% | -15.6% |
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