+21,748.4%
SHW vs SMTC
+48,322.4%
-26,574.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | +4.2% | -10.9% | +15.2% | +4.9% |
| 30D | +11.3% | -39.4% | +50.7% | +15.0% |
| 3M | -1.8% | -13.5% | +11.7% | -2.1% |
| 6M | +12.7% | -6.8% | +19.5% | +10.4% |
| YTD | +10.4% | +54.0% | -43.6% | +3.1% |
| 1Y | +4.7% | +50.8% | -46.1% | -2.2% |
| 3Y | +42.7% | +677.3% | -634.6% | +11.1% |
| 5Y | +14.5% | +28.7% | -14.2% | +1.5% |
| 10Y | +340.7% | +339.9% | +0.8% | +250.6% |
| All | +21,748.4% | +48,322.4% | -26,574.0% | +15,454.9% |
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