+615.9%
SMTC vs GWRE
+50.1%
+565.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | +13.1% | -13.2% | +26.3% | +14.1% |
| 30D | +19.5% | -18.6% | +38.0% | +19.5% |
| 3M | +2.2% | +18.9% | -16.7% | -6.4% |
| 6M | +94.9% | -11.0% | +105.8% | +90.0% |
| YTD | +127.0% | -29.9% | +156.8% | +142.7% |
| 1Y | +174.6% | -44.3% | +218.9% | +224.5% |
| 3Y | +615.9% | +51.7% | +564.3% | +362.4% |
| All | +615.9% | +50.1% | +565.8% | +362.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling