+7.5%
SMR vs ITW
+35.7%
-28.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.3% |
| 7D | +13.1% | -1.9% | +15.0% | +14.3% |
| 30D | +17.8% | -10.4% | +28.1% | +24.9% |
| 3M | +8.1% | +3.5% | +4.6% | +4.2% |
| 6M | -11.1% | -3.4% | -7.7% | -10.9% |
| YTD | -23.7% | +8.5% | -32.2% | -29.0% |
| 1Y | -69.4% | +3.2% | -72.6% | -70.8% |
| 3Y | +82.6% | +18.9% | +63.7% | +58.5% |
| All | +7.5% | +35.7% | -28.2% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling