+188.3%
ITW vs SMTC
+548.2%
-359.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.3% |
| 7D | -0.7% | +13.1% | -13.8% | -2.7% |
| 30D | -8.3% | +19.5% | -27.8% | -11.4% |
| 3M | +6.0% | +2.2% | +3.8% | +3.7% |
| 6M | 0.0% | +94.9% | -94.9% | -13.6% |
| YTD | +10.2% | +127.0% | -116.7% | -7.6% |
| 1Y | +3.2% | +174.6% | -171.4% | -17.2% |
| 3Y | +21.0% | +615.9% | -594.9% | -30.9% |
| 5Y | +37.9% | +125.6% | -87.7% | +2.3% |
| All | +188.3% | +548.2% | -359.9% | +50.4% |
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