+21,505.5%
SHW vs SMTC
+50,861.1%
-29,355.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.9% |
| 7D | +0.7% | +30.5% | -29.8% | -1.6% |
| 30D | +8.4% | -30.9% | +39.3% | +10.9% |
| 3M | -2.2% | -14.7% | +12.5% | -2.4% |
| 6M | +13.3% | -9.6% | +22.9% | +11.3% |
| YTD | +9.2% | +62.1% | -52.9% | +1.5% |
| 1Y | +2.9% | +66.6% | -63.7% | -4.8% |
| 3Y | +41.1% | +718.1% | -677.0% | +9.4% |
| 5Y | +11.0% | +32.8% | -21.8% | -2.0% |
| 10Y | +341.2% | +354.1% | -12.9% | +249.9% |
| All | +21,505.5% | +50,861.1% | -29,355.6% | +15,211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling