+146.9%
SMTC vs GWRE
-25.4%
+172.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -19.9% | +29.2% | +4.9% |
| 7D | +12.7% | -21.1% | +33.8% | +8.0% |
| 30D | +22.0% | +1.3% | +20.7% | +22.5% |
| 3M | -12.7% | +7.4% | -20.1% | -8.4% |
| 6M | +64.8% | +5.6% | +59.2% | +70.5% |
| YTD | +100.7% | -19.2% | +119.9% | +113.4% |
| 1Y | +146.9% | -25.1% | +172.0% | +165.8% |
| All | +146.9% | -25.4% | +172.3% | +165.8% |
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