+72.2%
SMTC vs GWRE
-24.5%
+96.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.9% | -18.9% | -10.9% |
| 7D | -24.5% | +2.2% | -26.7% | -23.6% |
| 30D | -42.5% | +4.5% | -47.0% | -41.0% |
| 3M | -14.1% | +6.4% | -20.5% | -10.0% |
| 6M | +3.6% | +18.8% | -15.2% | +14.5% |
| YTD | +50.6% | -15.1% | +65.7% | +75.0% |
| 1Y | +72.2% | -23.4% | +95.7% | +102.1% |
| All | +72.2% | -24.5% | +96.8% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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