+36.4%
ITW vs SMTC
+112.1%
-75.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.7% |
| 7D | -2.4% | +17.5% | -19.9% | -3.9% |
| 30D | -9.5% | +21.3% | -30.8% | -11.4% |
| 3M | +6.6% | +3.1% | +3.5% | +5.3% |
| 6M | -1.8% | +81.7% | -83.5% | -9.4% |
| YTD | +9.0% | +115.9% | -106.9% | -1.5% |
| 1Y | +3.6% | +157.8% | -154.3% | -8.7% |
| 3Y | +19.4% | +557.3% | -537.9% | -14.9% |
| 5Y | +36.4% | +114.7% | -78.3% | +17.6% |
| All | +36.4% | +112.1% | -75.7% | +17.6% |
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 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