+158.6%
AWK vs SMTC
+333.2%
-174.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +1.5% |
| 7D | +0.1% | +11.0% | -10.9% | -0.2% |
| 30D | +14.3% | -28.5% | +42.8% | +15.1% |
| 3M | +10.3% | -14.2% | +24.5% | +10.1% |
| 6M | +18.9% | -18.0% | +36.9% | +18.2% |
| YTD | +17.7% | +55.5% | -37.8% | +12.8% |
| 1Y | +16.9% | +69.5% | -52.7% | +11.3% |
| 3Y | +32.2% | +699.7% | -667.5% | +1.7% |
| 5Y | -2.2% | +27.4% | -29.6% | -8.9% |
| All | +158.6% | +333.2% | -174.7% | +94.5% |
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