+1.5%
SMR vs ITW
+36.3%
-34.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.0% | -5.8% |
| 7D | +4.7% | -2.4% | +7.1% | +6.1% |
| 30D | +3.2% | -9.5% | +12.8% | +9.0% |
| 3M | +9.9% | +6.6% | +3.3% | +3.9% |
| 6M | -15.1% | -1.8% | -13.4% | -15.8% |
| YTD | -27.9% | +9.0% | -37.0% | -33.1% |
| 1Y | -70.2% | +3.6% | -73.8% | -71.6% |
| 3Y | +72.5% | +19.4% | +53.0% | +49.3% |
| All | +1.5% | +36.3% | -34.8% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling