+463.0%
SMTC vs GWRE
+749.2%
-286.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +2.5% |
| 7D | +22.5% | -26.2% | +48.7% | +32.8% |
| 30D | +24.9% | -17.8% | +42.6% | +29.1% |
| 3M | +4.1% | +14.2% | -10.2% | -8.4% |
| 6M | +92.6% | -12.9% | +105.4% | +83.2% |
| YTD | +122.5% | -29.2% | +151.7% | +128.0% |
| 1Y | +166.2% | -44.4% | +210.7% | +202.3% |
| 3Y | +577.2% | +51.1% | +526.1% | +374.5% |
| 5Y | +119.0% | +16.5% | +102.4% | +66.8% |
| 10Y | +527.9% | +131.6% | +396.3% | +277.3% |
| All | +463.0% | +749.2% | -286.2% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling