+120.1%
SMTC vs GWRE
+15.1%
+105.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.0% |
| 7D | +13.1% | -13.2% | +26.3% | +16.5% |
| 30D | +19.5% | -18.6% | +38.0% | +22.0% |
| 3M | +2.2% | +18.9% | -16.7% | -10.6% |
| 6M | +94.9% | -11.0% | +105.8% | +85.3% |
| YTD | +127.0% | -29.9% | +156.8% | +138.9% |
| 1Y | +174.6% | -44.3% | +218.9% | +223.2% |
| 3Y | +615.9% | +51.7% | +564.3% | +361.0% |
| All | +120.1% | +15.1% | +105.1% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling