-9.4%
SHW vs SMTC
+161.4%
-170.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | -3.2% | +22.5% | -25.7% | -3.7% |
| 30D | -11.4% | +24.9% | -36.3% | -12.0% |
| 3M | +3.5% | +4.1% | -0.6% | +3.5% |
| 6M | -3.4% | +92.6% | -95.9% | -10.8% |
| YTD | -0.3% | +122.5% | -122.8% | -9.2% |
| All | -9.4% | +161.4% | -170.8% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling