-16.7%
AWK vs SMTC
+116.8%
-133.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.6% | +22.5% | -21.9% | +0.7% |
| 30D | +4.3% | +24.9% | -20.6% | +4.4% |
| 3M | +12.5% | +4.1% | +8.5% | +12.7% |
| 6M | +3.3% | +92.6% | -89.3% | +3.0% |
| YTD | +9.8% | +122.5% | -112.7% | +9.2% |
| 1Y | +2.9% | +166.2% | -163.3% | +2.0% |
| 3Y | +9.6% | +577.2% | -567.5% | -2.4% |
| 5Y | -16.7% | +119.0% | -135.6% | -19.9% |
| All | -16.7% | +116.8% | -133.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling