+45.4%
SMR vs ITW
+20.2%
+25.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.8% | -16.4% |
| 7D | -11.2% | -0.7% | -10.5% | -10.9% |
| 30D | -10.2% | -8.3% | -1.9% | -5.0% |
| 3M | -10.0% | +6.0% | -16.1% | -16.4% |
| 6M | -30.5% | 0.0% | -30.4% | -32.4% |
| YTD | -39.2% | +10.2% | -49.5% | -46.1% |
| 1Y | -75.5% | +3.2% | -78.7% | -77.0% |
| 3Y | +45.4% | +21.0% | +24.5% | -6.1% |
| All | +45.4% | +20.2% | +25.2% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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