+42.7%
SHW vs SMTC
+709.5%
-666.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +4.2% | -10.9% | +15.2% | +4.6% |
| 30D | +11.3% | -39.4% | +50.7% | +14.1% |
| 3M | -1.8% | -13.5% | +11.7% | -2.4% |
| 6M | +12.7% | -6.8% | +19.5% | +9.7% |
| YTD | +10.4% | +54.0% | -43.6% | +1.7% |
| 1Y | +4.7% | +50.8% | -46.1% | -3.6% |
| 3Y | +42.7% | +677.3% | -634.6% | +1.5% |
| All | +42.7% | +709.5% | -666.8% | +1.5% |
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