+20,418.4%
SHW vs SMTC
+62,999.7%
-42,581.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.3% |
| 7D | -3.2% | +12.7% | -16.0% | -4.2% |
| 30D | -9.5% | +22.0% | -31.5% | -11.4% |
| 3M | +11.5% | -12.7% | +24.1% | +11.4% |
| 6M | -3.5% | +64.8% | -68.3% | -9.2% |
| YTD | +3.7% | +100.7% | -97.0% | -4.2% |
| 1Y | -7.9% | +146.9% | -154.8% | -16.8% |
| 3Y | +24.7% | +456.8% | -432.1% | +0.6% |
| 5Y | +13.6% | +89.2% | -75.7% | -1.4% |
| 10Y | +283.0% | +426.9% | -143.9% | +203.1% |
| All | +20,418.4% | +62,999.7% | -42,581.3% | +14,356.2% |
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