+40.2%
LUV vs SMTC
+546.3%
-506.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.4% |
| 7D | -0.1% | +17.5% | -17.6% | -2.5% |
| 30D | -14.6% | +21.3% | -35.9% | -17.4% |
| 3M | -5.7% | +3.1% | -8.8% | -7.7% |
| 6M | -8.4% | +81.7% | -90.1% | -18.9% |
| YTD | -5.1% | +115.9% | -121.1% | -18.3% |
| 1Y | +26.6% | +157.8% | -131.2% | +5.6% |
| All | +40.2% | +546.3% | -506.1% | -13.1% |
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