+128.5%
AWK vs SMTC
+548.2%
-419.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.7% |
| 7D | -2.1% | +13.1% | -15.2% | -2.6% |
| 30D | +2.1% | +19.5% | -17.4% | +1.2% |
| 3M | +11.4% | +2.2% | +9.1% | +10.8% |
| 6M | +3.9% | +94.9% | -91.0% | -0.2% |
| YTD | +7.7% | +127.0% | -119.3% | +2.4% |
| 1Y | +1.3% | +174.6% | -173.3% | -5.1% |
| 3Y | +7.2% | +615.9% | -608.8% | -14.0% |
| 5Y | -17.0% | +125.6% | -142.6% | -25.4% |
| All | +128.5% | +548.2% | -419.7% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling