-3.5%
SHW vs SMTC
+56.1%
-59.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | +0.3% |
| 7D | -3.2% | +12.7% | -16.0% | -3.4% |
| 30D | -9.5% | +22.0% | -31.5% | -9.9% |
| 3M | +11.5% | -12.7% | +24.1% | +12.8% |
| 6M | -3.5% | +64.8% | -68.3% | -14.8% |
| All | -3.5% | +56.1% | -59.6% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling