+19.6%
ITW vs SMTC
+546.3%
-526.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -2.4% | +17.5% | -19.9% | -3.3% |
| 30D | -9.5% | +21.3% | -30.8% | -10.7% |
| 3M | +6.6% | +3.1% | +3.5% | +5.9% |
| 6M | -1.8% | +81.7% | -83.5% | -6.7% |
| YTD | +9.0% | +115.9% | -106.9% | +2.3% |
| 1Y | +3.6% | +157.8% | -154.3% | -4.3% |
| All | +19.6% | +546.3% | -526.7% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling