+17.5%
LUV vs SMTC
+548.2%
-530.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.3% |
| 7D | -1.0% | +13.1% | -14.0% | -3.7% |
| 30D | -12.4% | +19.5% | -31.8% | -16.4% |
| 3M | -11.0% | +2.2% | -13.2% | -13.7% |
| 6M | -5.0% | +94.9% | -99.9% | -21.9% |
| YTD | -3.8% | +127.0% | -130.7% | -23.9% |
| 1Y | +25.9% | +174.6% | -148.7% | -5.9% |
| 3Y | +42.2% | +615.9% | -573.7% | -28.8% |
| 5Y | -10.8% | +125.6% | -136.4% | -39.7% |
| All | +17.5% | +548.2% | -530.8% | -41.0% |
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